ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 03-Feb-2015
Day Change Summary
Previous Current
02-Feb-2015 03-Feb-2015 Change Change % Previous Week
Open 131-015 130-295 -0-040 -0.1% 130-000
High 131-035 131-015 -0-020 0.0% 131-055
Low 130-180 129-285 -0-215 -0.5% 129-120
Close 130-295 130-020 -0-275 -0.7% 130-280
Range 0-175 1-050 0-195 111.4% 1-255
ATR 0-260 0-268 0-008 3.0% 0-000
Volume 1,255,126 1,369,366 114,240 9.1% 6,378,882
Daily Pivots for day following 03-Feb-2015
Classic Woodie Camarilla DeMark
R4 133-257 133-028 130-224
R3 132-207 131-298 130-122
R2 131-157 131-157 130-088
R1 130-248 130-248 130-054 130-178
PP 130-107 130-107 130-107 130-071
S1 129-198 129-198 129-306 129-128
S2 129-057 129-057 129-272
S3 128-007 128-148 129-238
S4 126-277 127-098 129-136
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% 0-288 0.7% 34% False False 1,383,079
10 131-055 128-235 2-140 1.9% 0-280 0.7% 54% False False 1,344,885
20 131-055 127-235 3-140 2.6% 0-287 0.7% 68% False False 1,419,789
40 131-055 125-175 5-200 4.3% 0-254 0.6% 80% False False 1,184,573
60 131-055 125-050 6-005 4.6% 0-221 0.5% 82% False False 950,458
80 131-055 125-050 6-005 4.6% 0-220 0.5% 82% False False 713,484
100 131-055 122-210 8-165 6.5% 0-191 0.5% 87% False False 570,871
120 131-055 122-210 8-165 6.5% 0-160 0.4% 87% False False 475,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 135-308
2.618 134-024
1.618 132-294
1.000 132-065
0.618 131-244
HIGH 131-015
0.618 130-194
0.500 130-150
0.382 130-106
LOW 129-285
0.618 129-056
1.000 128-235
1.618 128-006
2.618 126-276
4.250 124-312
Fisher Pivots for day following 03-Feb-2015
Pivot 1 day 3 day
R1 130-150 130-170
PP 130-107 130-120
S1 130-063 130-070

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

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