ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 17-Feb-2015
Day Change Summary
Previous Current
13-Feb-2015 17-Feb-2015 Change Change % Previous Week
Open 128-140 128-015 -0-125 -0.3% 128-195
High 128-160 128-140 -0-020 0.0% 129-035
Low 128-015 127-045 -0-290 -0.7% 127-275
Close 128-075 127-080 -0-315 -0.8% 128-075
Range 0-145 1-095 0-270 186.2% 1-080
ATR 0-264 0-275 0-011 4.1% 0-000
Volume 917,149 1,652,053 734,904 80.1% 5,909,107
Daily Pivots for day following 17-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-160 130-215 127-308
R3 130-065 129-120 127-194
R2 128-290 128-290 127-156
R1 128-025 128-025 127-118 127-270
PP 127-195 127-195 127-195 127-158
S1 126-250 126-250 127-042 126-175
S2 126-100 126-100 127-004
S3 125-005 125-155 126-286
S4 123-230 124-060 126-172
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
5 128-190 127-045 1-145 1.1% 0-225 0.6% 8% False True 1,286,773
10 131-015 127-045 3-290 3.1% 0-294 0.7% 3% False True 1,348,671
20 131-055 127-045 4-010 3.2% 0-280 0.7% 3% False True 1,345,794
40 131-055 125-210 5-165 4.3% 0-258 0.6% 29% False False 1,170,760
60 131-055 125-170 5-205 4.4% 0-239 0.6% 30% False False 1,150,380
80 131-055 125-050 6-005 4.7% 0-218 0.5% 35% False False 864,727
100 131-055 123-070 7-305 6.3% 0-215 0.5% 51% False False 692,039
120 131-055 122-210 8-165 6.7% 0-181 0.4% 54% False False 576,703
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-084
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-304
2.618 131-266
1.618 130-171
1.000 129-235
0.618 129-076
HIGH 128-140
0.618 127-301
0.500 127-252
0.382 127-204
LOW 127-045
0.618 126-109
1.000 125-270
1.618 125-014
2.618 123-239
4.250 121-201
Fisher Pivots for day following 17-Feb-2015
Pivot 1 day 3 day
R1 127-252 127-278
PP 127-195 127-212
S1 127-138 127-146

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

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