ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Feb-2015
Day Change Summary
Previous Current
06-Feb-2015 09-Feb-2015 Change Change % Previous Week
Open 129-255 128-195 -1-060 -0.9% 131-015
High 130-115 129-035 -1-080 -1.0% 131-035
Low 128-150 128-110 -0-040 -0.1% 128-150
Close 128-230 128-195 -0-035 -0.1% 128-230
Range 1-285 0-245 -1-040 -59.5% 2-205
ATR 0-296 0-293 -0-004 -1.2% 0-000
Volume 1,812,969 1,127,292 -685,677 -37.8% 7,180,682
Daily Pivots for day following 09-Feb-2015
Classic Woodie Camarilla DeMark
R4 130-315 130-180 129-010
R3 130-070 129-255 128-262
R2 129-145 129-145 128-240
R1 129-010 129-010 128-217 128-318
PP 128-220 128-220 128-220 128-214
S1 128-085 128-085 128-173 128-072
S2 127-295 127-295 128-150
S3 127-050 127-160 128-128
S4 126-125 126-235 128-060
Weekly Pivots for week ending 06-Feb-2015
Classic Woodie Camarilla DeMark
R4 137-113 135-217 130-055
R3 134-228 133-012 129-142
R2 132-023 132-023 129-065
R1 130-127 130-127 128-307 129-292
PP 129-138 129-138 129-138 129-061
S1 127-242 127-242 128-153 127-088
S2 126-253 126-253 128-075
S3 124-048 125-037 127-318
S4 121-163 122-152 127-085
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-015 128-110 2-225 2.1% 1-044 0.9% 10% False True 1,410,569
10 131-055 128-110 2-265 2.2% 0-310 0.8% 9% False True 1,378,187
20 131-055 128-110 2-265 2.2% 0-308 0.7% 9% False True 1,423,204
40 131-055 125-210 5-165 4.3% 0-264 0.6% 54% False False 1,189,522
60 131-055 125-140 5-235 4.5% 0-233 0.6% 55% False False 1,044,658
80 131-055 125-050 6-005 4.7% 0-231 0.6% 57% False False 784,478
100 131-055 122-210 8-165 6.6% 0-205 0.5% 70% False False 627,704
120 131-055 122-210 8-165 6.6% 0-172 0.4% 70% False False 523,088
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-064
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-116
2.618 131-036
1.618 130-111
1.000 129-280
0.618 129-186
HIGH 129-035
0.618 128-261
0.500 128-232
0.382 128-204
LOW 128-110
0.618 127-279
1.000 127-185
1.618 127-034
2.618 126-109
4.250 125-029
Fisher Pivots for day following 09-Feb-2015
Pivot 1 day 3 day
R1 128-232 129-155
PP 128-220 129-062
S1 128-208 128-288

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

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