ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Mar-2015
Day Change Summary
Previous Current
16-Mar-2015 17-Mar-2015 Change Change % Previous Week
Open 127-025 127-120 0-095 0.2% 126-025
High 127-165 127-225 0-060 0.1% 127-215
Low 127-015 127-100 0-085 0.2% 125-305
Close 127-070 127-160 0-090 0.2% 127-035
Range 0-150 0-125 -0-025 -16.7% 1-230
ATR 0-231 0-226 -0-005 -2.4% 0-000
Volume 758,004 782,331 24,327 3.2% 6,244,042
Daily Pivots for day following 17-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-217 128-153 127-229
R3 128-092 128-028 127-194
R2 127-287 127-287 127-183
R1 127-223 127-223 127-171 127-255
PP 127-162 127-162 127-162 127-178
S1 127-098 127-098 127-149 127-130
S2 127-037 127-037 127-137
S3 126-232 126-293 127-126
S4 126-107 126-168 127-091
Weekly Pivots for week ending 13-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-022 131-098 128-018
R3 130-112 129-188 127-186
R2 128-202 128-202 127-136
R1 127-278 127-278 127-085 128-080
PP 126-292 126-292 126-292 127-032
S1 126-048 126-048 126-305 126-170
S2 125-062 125-062 126-254
S3 123-152 124-138 126-204
S4 121-242 122-228 126-052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-225 126-200 1-025 0.8% 0-178 0.4% 81% True False 1,087,498
10 127-225 125-295 1-250 1.4% 0-210 0.5% 89% True False 1,153,430
20 128-125 125-295 2-150 1.9% 0-230 0.6% 64% False False 959,445
40 130-200 125-295 4-225 3.7% 0-241 0.6% 34% False False 483,744
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-116
2.618 128-232
1.618 128-107
1.000 128-030
0.618 127-302
HIGH 127-225
0.618 127-177
0.500 127-162
0.382 127-148
LOW 127-100
0.618 127-023
1.000 126-295
1.618 126-218
2.618 126-093
4.250 125-209
Fisher Pivots for day following 17-Mar-2015
Pivot 1 day 3 day
R1 127-162 127-132
PP 127-162 127-105
S1 127-161 127-078

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols