ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 02-Feb-2015
Day Change Summary
Previous Current
30-Jan-2015 02-Feb-2015 Change Change % Previous Week
Open 130-065 131-015 0-270 0.6% 130-000
High 131-055 131-035 -0-020 0.0% 131-055
Low 130-040 130-180 0-140 0.3% 129-120
Close 130-280 130-295 0-015 0.0% 130-280
Range 1-015 0-175 -0-160 -47.8% 1-255
ATR 0-267 0-260 -0-007 -2.5% 0-000
Volume 1,719,555 1,255,126 -464,429 -27.0% 6,378,882
Daily Pivots for day following 02-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-162 132-083 131-071
R3 131-307 131-228 131-023
R2 131-132 131-132 131-007
R1 131-053 131-053 130-311 131-005
PP 130-277 130-277 130-277 130-252
S1 130-198 130-198 130-279 130-150
S2 130-102 130-102 130-263
S3 129-247 130-023 130-247
S4 129-072 129-168 130-199
Weekly Pivots for week ending 30-Jan-2015
Classic Woodie Camarilla DeMark
R4 135-277 135-053 131-276
R3 134-022 133-118 131-118
R2 132-087 132-087 131-065
R1 131-183 131-183 131-013 131-295
PP 130-152 130-152 130-152 130-208
S1 129-248 129-248 130-227 130-040
S2 128-217 128-217 130-175
S3 126-282 127-313 130-122
S4 125-027 126-058 129-284
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-055 129-160 1-215 1.3% 0-257 0.6% 85% False False 1,345,805
10 131-055 128-235 2-140 1.9% 0-264 0.6% 90% False False 1,342,918
20 131-055 127-015 4-040 3.2% 0-281 0.7% 94% False False 1,396,412
40 131-055 125-175 5-200 4.3% 0-248 0.6% 96% False False 1,178,504
60 131-055 125-050 6-005 4.6% 0-217 0.5% 96% False False 927,722
80 131-055 125-000 6-055 4.7% 0-218 0.5% 96% False False 696,391
100 131-055 122-210 8-165 6.5% 0-187 0.4% 97% False False 557,177
120 131-055 122-210 8-165 6.5% 0-156 0.4% 97% False False 464,314
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 133-139
2.618 132-173
1.618 131-318
1.000 131-210
0.618 131-143
HIGH 131-035
0.618 130-288
0.500 130-268
0.382 130-247
LOW 130-180
0.618 130-072
1.000 130-005
1.618 129-217
2.618 129-042
4.250 128-076
Fisher Pivots for day following 02-Feb-2015
Pivot 1 day 3 day
R1 130-286 130-254
PP 130-277 130-213
S1 130-268 130-172

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

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