ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 10-Feb-2015
Day Change Summary
Previous Current
09-Feb-2015 10-Feb-2015 Change Change % Previous Week
Open 128-195 128-140 -0-055 -0.1% 131-015
High 129-035 128-180 -0-175 -0.4% 131-035
Low 128-110 128-040 -0-070 -0.2% 128-150
Close 128-195 128-115 -0-080 -0.2% 128-230
Range 0-245 0-140 -0-105 -42.9% 2-205
ATR 0-293 0-283 -0-010 -3.4% 0-000
Volume 1,127,292 1,261,813 134,521 11.9% 7,180,682
Daily Pivots for day following 10-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-212 129-143 128-192
R3 129-072 129-003 128-154
R2 128-252 128-252 128-141
R1 128-183 128-183 128-128 128-148
PP 128-112 128-112 128-112 128-094
S1 128-043 128-043 128-102 128-008
S2 127-292 127-292 128-089
S3 127-152 127-223 128-076
S4 127-012 127-083 128-038
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
5 130-200 128-040 2-160 1.9% 0-318 0.8% 9% False True 1,389,059
10 131-055 128-040 3-015 2.4% 0-303 0.7% 8% False True 1,386,069
20 131-055 128-040 3-015 2.4% 0-305 0.7% 8% False True 1,444,271
40 131-055 125-210 5-165 4.3% 0-261 0.6% 49% False False 1,183,301
60 131-055 125-150 5-225 4.4% 0-233 0.6% 51% False False 1,065,665
80 131-055 125-050 6-005 4.7% 0-220 0.5% 53% False False 800,223
100 131-055 122-210 8-165 6.6% 0-207 0.5% 67% False False 640,322
120 131-055 122-210 8-165 6.6% 0-173 0.4% 67% False False 533,603
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-066
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 130-135
2.618 129-227
1.618 129-087
1.000 129-000
0.618 128-267
HIGH 128-180
0.618 128-127
0.500 128-110
0.382 128-093
LOW 128-040
0.618 127-273
1.000 127-220
1.618 127-133
2.618 126-313
4.250 126-085
Fisher Pivots for day following 10-Feb-2015
Pivot 1 day 3 day
R1 128-113 129-078
PP 128-112 128-303
S1 128-110 128-209

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

View Archives - Comment on this page... - Back to Index of Symbols