ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 04-Feb-2015
Day Change Summary
Previous Current
03-Feb-2015 04-Feb-2015 Change Change % Previous Week
Open 130-295 129-310 -0-305 -0.7% 130-000
High 131-015 130-155 -0-180 -0.4% 131-055
Low 129-285 129-185 -0-100 -0.2% 129-120
Close 130-020 130-000 -0-020 0.0% 130-280
Range 1-050 0-290 -0-080 -21.6% 1-255
ATR 0-268 0-270 0-002 0.6% 0-000
Volume 1,369,366 1,547,015 177,649 13.0% 6,378,882
Daily Pivots for day following 04-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-237 132-088 130-160
R3 131-267 131-118 130-080
R2 130-297 130-297 130-053
R1 130-148 130-148 130-027 130-222
PP 130-007 130-007 130-007 130-044
S1 129-178 129-178 129-293 129-252
S2 129-037 129-037 129-267
S3 128-067 128-208 129-240
S4 127-097 127-238 129-160
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
5 131-055 129-185 1-190 1.2% 0-274 0.7% 26% False True 1,434,727
10 131-055 128-235 2-140 1.9% 0-282 0.7% 52% False False 1,342,825
20 131-055 127-310 3-065 2.5% 0-280 0.7% 63% False False 1,410,150
40 131-055 125-175 5-200 4.3% 0-254 0.6% 79% False False 1,182,080
60 131-055 125-050 6-005 4.6% 0-223 0.5% 81% False False 976,150
80 131-055 125-050 6-005 4.6% 0-222 0.5% 81% False False 732,800
100 131-055 122-210 8-165 6.6% 0-194 0.5% 86% False False 586,340
120 131-055 122-210 8-165 6.6% 0-162 0.4% 86% False False 488,617
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-108
2.618 132-274
1.618 131-304
1.000 131-125
0.618 131-014
HIGH 130-155
0.618 130-044
0.500 130-010
0.382 129-296
LOW 129-185
0.618 129-006
1.000 128-215
1.618 128-036
2.618 127-066
4.250 125-232
Fisher Pivots for day following 04-Feb-2015
Pivot 1 day 3 day
R1 130-010 130-110
PP 130-007 130-073
S1 130-003 130-037

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

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