ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 13-Feb-2015
Day Change Summary
Previous Current
12-Feb-2015 13-Feb-2015 Change Change % Previous Week
Open 128-050 128-140 0-090 0.2% 128-195
High 128-190 128-160 -0-030 -0.1% 129-035
Low 127-275 128-015 0-060 0.1% 127-275
Close 128-135 128-075 -0-060 -0.1% 128-075
Range 0-235 0-145 -0-090 -38.3% 1-080
ATR 0-273 0-264 -0-009 -3.4% 0-000
Volume 1,486,245 917,149 -569,096 -38.3% 5,909,107
Daily Pivots for day following 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-198 129-122 128-155
R3 129-053 128-297 128-115
R2 128-228 128-228 128-102
R1 128-152 128-152 128-088 128-118
PP 128-083 128-083 128-083 128-066
S1 128-007 128-007 128-062 127-292
S2 127-258 127-258 128-048
S3 127-113 127-182 128-035
S4 126-288 127-037 127-315
Weekly Pivots for week ending 13-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-048 131-142 128-295
R3 130-288 130-062 128-185
R2 129-208 129-208 128-148
R1 128-302 128-302 128-112 128-215
PP 128-128 128-128 128-128 128-085
S1 127-222 127-222 128-038 127-135
S2 127-048 127-048 128-002
S3 125-288 126-142 127-285
S4 124-208 125-062 127-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-035 127-275 1-080 1.0% 0-191 0.5% 30% False False 1,181,821
10 131-035 127-275 3-080 2.5% 0-270 0.7% 12% False False 1,308,978
20 131-055 127-275 3-100 2.6% 0-278 0.7% 11% False False 1,343,685
40 131-055 125-210 5-165 4.3% 0-254 0.6% 47% False False 1,161,884
60 131-055 125-170 5-205 4.4% 0-234 0.6% 48% False False 1,123,419
80 131-055 125-050 6-005 4.7% 0-216 0.5% 51% False False 844,107
100 131-055 123-070 7-305 6.2% 0-211 0.5% 63% False False 675,521
120 131-055 122-210 8-165 6.6% 0-178 0.4% 66% False False 562,936
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-136
2.618 129-220
1.618 129-075
1.000 128-305
0.618 128-250
HIGH 128-160
0.618 128-105
0.500 128-088
0.382 128-070
LOW 128-015
0.618 127-245
1.000 127-190
1.618 127-100
2.618 126-275
4.250 126-039
Fisher Pivots for day following 13-Feb-2015
Pivot 1 day 3 day
R1 128-088 128-074
PP 128-083 128-073
S1 128-079 128-072

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

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