ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 129-115 128-270 -0-165 -0.4% 127-260
High 129-175 129-085 -0-090 -0.2% 129-175
Low 128-230 128-270 0-040 0.1% 127-250
Close 128-260 129-070 0-130 0.3% 129-070
Range 0-265 0-135 -0-130 -49.1% 1-245
ATR 0-237 0-231 -0-007 -2.8% 0-000
Volume 21,403 3,943 -17,460 -81.6% 78,472
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 130-120 130-070 129-144
R3 129-305 129-255 129-107
R2 129-170 129-170 129-095
R1 129-120 129-120 129-082 129-145
PP 129-035 129-035 129-035 129-048
S1 128-305 128-305 129-058 129-010
S2 128-220 128-220 129-045
S3 128-085 128-170 129-033
S4 127-270 128-035 128-316
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 134-047 133-143 130-061
R3 132-122 131-218 129-225
R2 130-197 130-197 129-174
R1 129-293 129-293 129-122 130-085
PP 128-272 128-272 128-272 129-008
S1 128-048 128-048 129-018 128-160
S2 127-027 127-027 128-286
S3 125-102 126-123 128-235
S4 123-177 124-198 128-079
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-175 127-250 1-245 1.4% 0-203 0.5% 81% False False 15,694
10 129-175 126-215 2-280 2.2% 0-195 0.5% 89% False False 18,579
20 129-175 126-200 2-295 2.3% 0-212 0.5% 89% False False 413,060
40 131-055 126-200 4-175 3.5% 0-248 0.6% 57% False False 874,166
60 131-055 125-210 5-165 4.3% 0-248 0.6% 65% False False 950,457
80 131-055 125-175 5-200 4.4% 0-239 0.6% 65% False False 1,016,774
100 131-055 125-050 6-005 4.7% 0-221 0.5% 68% False False 818,386
120 131-055 123-190 7-185 5.9% 0-219 0.5% 74% False False 682,232
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-019
2.618 130-118
1.618 129-303
1.000 129-220
0.618 129-168
HIGH 129-085
0.618 129-033
0.500 129-018
0.382 129-002
LOW 128-270
0.618 128-187
1.000 128-135
1.618 128-052
2.618 127-237
4.250 127-016
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 129-052 129-032
PP 129-035 128-315
S1 129-018 128-278

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

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