ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 127-175 127-160 -0-015 0.0% 128-015
High 128-075 128-015 -0-060 -0.1% 128-140
Low 127-100 127-135 0-035 0.1% 127-020
Close 127-130 128-005 0-195 0.5% 127-130
Range 0-295 0-200 -0-095 -32.2% 1-120
ATR 0-280 0-275 -0-005 -1.9% 0-000
Volume 1,547,608 1,380,103 -167,505 -10.8% 6,057,423
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-225 129-155 128-115
R3 129-025 128-275 128-060
R2 128-145 128-145 128-042
R1 128-075 128-075 128-023 128-110
PP 127-265 127-265 127-265 127-282
S1 127-195 127-195 127-307 127-230
S2 127-065 127-065 127-288
S3 126-185 126-315 127-270
S4 125-305 126-115 127-215
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-243 130-307 128-052
R3 130-123 129-187 127-251
R2 129-003 129-003 127-211
R1 128-067 128-067 127-170 127-295
PP 127-203 127-203 127-203 127-158
S1 126-267 126-267 127-090 126-175
S2 126-083 126-083 127-049
S3 124-283 125-147 127-009
S4 123-163 124-027 126-208
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-140 127-020 1-120 1.1% 0-306 0.7% 69% False False 1,487,505
10 129-035 127-020 2-015 1.6% 0-248 0.6% 47% False False 1,334,663
20 131-055 127-020 4-035 3.2% 0-280 0.7% 23% False False 1,345,309
40 131-055 125-210 5-165 4.3% 0-264 0.6% 43% False False 1,239,961
60 131-055 125-175 5-200 4.4% 0-249 0.6% 44% False False 1,235,667
80 131-055 125-050 6-005 4.7% 0-224 0.5% 48% False False 936,956
100 131-055 123-190 7-185 5.9% 0-223 0.5% 58% False False 749,866
120 131-055 122-210 8-165 6.7% 0-190 0.5% 63% False False 624,916
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-072
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-225
2.618 129-219
1.618 129-019
1.000 128-215
0.618 128-139
HIGH 128-015
0.618 127-259
0.500 127-235
0.382 127-211
LOW 127-135
0.618 127-011
1.000 126-255
1.618 126-131
2.618 125-251
4.250 124-245
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 127-295 127-300
PP 127-265 127-275
S1 127-235 127-250

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

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