ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 27-Feb-2015
Day Change Summary
Previous Current
26-Feb-2015 27-Feb-2015 Change Change % Previous Week
Open 128-225 128-075 -0-150 -0.4% 127-160
High 129-010 128-155 -0-175 -0.4% 129-010
Low 128-030 128-005 -0-025 -0.1% 127-135
Close 128-090 128-135 0-045 0.1% 128-135
Range 0-300 0-150 -0-150 -50.0% 1-195
ATR 0-273 0-265 -0-009 -3.2% 0-000
Volume 1,442,286 354,793 -1,087,493 -75.4% 7,668,428
Daily Pivots for day following 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-228 129-172 128-218
R3 129-078 129-022 128-176
R2 128-248 128-248 128-162
R1 128-192 128-192 128-149 128-220
PP 128-098 128-098 128-098 128-112
S1 128-042 128-042 128-121 128-070
S2 127-268 127-268 128-108
S3 127-118 127-212 128-094
S4 126-288 127-062 128-052
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 133-038 132-122 129-098
R3 131-163 130-247 128-277
R2 129-288 129-288 128-229
R1 129-052 129-052 128-182 129-170
PP 128-093 128-093 128-093 128-152
S1 127-177 127-177 128-088 127-295
S2 126-218 126-218 128-041
S3 125-023 125-302 127-313
S4 123-148 124-107 127-172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-010 127-135 1-195 1.3% 0-231 0.6% 62% False False 1,533,685
10 129-010 127-020 1-310 1.5% 0-263 0.6% 69% False False 1,464,300
20 131-055 127-020 4-035 3.2% 0-276 0.7% 33% False False 1,426,759
40 131-055 126-130 4-245 3.7% 0-275 0.7% 42% False False 1,363,174
60 131-055 125-175 5-200 4.4% 0-254 0.6% 51% False False 1,252,148
80 131-055 125-050 6-005 4.7% 0-229 0.6% 54% False False 1,015,397
100 131-055 124-080 6-295 5.4% 0-228 0.6% 60% False False 812,723
120 131-055 122-210 8-165 6.6% 0-198 0.5% 68% False False 677,318
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-081
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-152
2.618 129-228
1.618 129-078
1.000 128-305
0.618 128-248
HIGH 128-155
0.618 128-098
0.500 128-080
0.382 128-062
LOW 128-005
0.618 127-232
1.000 127-175
1.618 127-082
2.618 126-252
4.250 126-008
Fisher Pivots for day following 27-Feb-2015
Pivot 1 day 3 day
R1 128-117 128-168
PP 128-098 128-157
S1 128-080 128-146

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

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