ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 12-Feb-2015
Day Change Summary
Previous Current
11-Feb-2015 12-Feb-2015 Change Change % Previous Week
Open 128-120 128-050 -0-070 -0.2% 131-015
High 128-190 128-190 0-000 0.0% 131-035
Low 128-000 127-275 -0-045 -0.1% 128-150
Close 128-115 128-135 0-020 0.0% 128-230
Range 0-190 0-235 0-045 23.7% 2-205
ATR 0-276 0-273 -0-003 -1.1% 0-000
Volume 1,116,608 1,486,245 369,637 33.1% 7,180,682
Daily Pivots for day following 12-Feb-2015
Classic Woodie Camarilla DeMark
R4 130-158 130-062 128-264
R3 129-243 129-147 128-200
R2 129-008 129-008 128-178
R1 128-232 128-232 128-157 128-280
PP 128-093 128-093 128-093 128-118
S1 127-317 127-317 128-113 128-045
S2 127-178 127-178 128-092
S3 126-263 127-082 128-070
S4 126-028 126-167 128-006
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
5 130-115 127-275 2-160 1.9% 0-283 0.7% 23% False True 1,360,985
10 131-055 127-275 3-100 2.6% 0-290 0.7% 17% False True 1,389,219
20 131-055 127-275 3-100 2.6% 0-298 0.7% 17% False True 1,391,643
40 131-055 125-210 5-165 4.3% 0-260 0.6% 50% False False 1,175,457
60 131-055 125-170 5-205 4.4% 0-235 0.6% 51% False False 1,108,560
80 131-055 125-050 6-005 4.7% 0-216 0.5% 54% False False 832,669
100 131-055 123-060 7-315 6.2% 0-210 0.5% 66% False False 666,351
120 131-055 122-210 8-165 6.6% 0-176 0.4% 68% False False 555,293
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-229
2.618 130-165
1.618 129-250
1.000 129-105
0.618 129-015
HIGH 128-190
0.618 128-100
0.500 128-072
0.382 128-045
LOW 127-275
0.618 127-130
1.000 127-040
1.618 126-215
2.618 125-300
4.250 124-236
Fisher Pivots for day following 12-Feb-2015
Pivot 1 day 3 day
R1 128-114 128-114
PP 128-093 128-093
S1 128-072 128-072

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

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