ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 128-010 128-225 0-215 0.5% 128-015
High 128-250 128-285 0-035 0.1% 128-140
Low 127-185 128-165 0-300 0.7% 127-020
Close 128-220 128-230 0-010 0.0% 127-130
Range 1-065 0-120 -0-265 -68.8% 1-120
ATR 0-283 0-271 -0-012 -4.1% 0-000
Volume 2,471,425 2,019,821 -451,604 -18.3% 6,057,423
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-267 129-208 128-296
R3 129-147 129-088 128-263
R2 129-027 129-027 128-252
R1 128-288 128-288 128-241 128-318
PP 128-227 128-227 128-227 128-241
S1 128-168 128-168 128-219 128-198
S2 128-107 128-107 128-208
S3 127-307 128-048 128-197
S4 127-187 127-248 128-164
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
5 128-285 127-100 1-185 1.2% 0-248 0.6% 89% True False 1,729,911
10 128-285 127-020 1-265 1.4% 0-260 0.6% 91% True False 1,544,877
20 131-055 127-020 4-035 3.2% 0-282 0.7% 40% False False 1,465,473
40 131-055 125-310 5-065 4.0% 0-271 0.7% 53% False False 1,339,578
60 131-055 125-175 5-200 4.4% 0-253 0.6% 56% False False 1,257,997
80 131-055 125-050 6-005 4.7% 0-226 0.5% 59% False False 993,044
100 131-055 123-280 7-095 5.7% 0-226 0.5% 66% False False 794,777
120 131-055 122-210 8-165 6.6% 0-194 0.5% 71% False False 662,343
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 0-080
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 130-155
2.618 129-279
1.618 129-159
1.000 129-085
0.618 129-039
HIGH 128-285
0.618 128-239
0.500 128-225
0.382 128-211
LOW 128-165
0.618 128-091
1.000 128-045
1.618 127-291
2.618 127-171
4.250 126-295
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 128-228 128-170
PP 128-227 128-110
S1 128-225 128-050

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

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