ECBOT 10 Year T-Note Future March 2015

Trading Metrics calculated at close of trading on 02-Mar-2015

Day Change Summary
	Previous	Current
	27-Feb-2015	02-Mar-2015	Change	Change %	Previous Week
Open	128-075	128-130	0-055	0.1%	127-160
High	128-155	128-160	0-005	0.0%	129-010
Low	128-005	127-220	-0-105	-0.3%	127-135
Close	128-135	127-245	-0-210	-0.5%	128-135
Range	0-150	0-260	0-110	73.3%	1-195
ATR	0-265	0-264	0-000	-0.1%	0-000
Volume	354,793	169,818	-184,975	-52.1%	7,668,428

Daily Pivots for day following 02-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-135	129-290	128-068
R3	129-195	129-030	127-316
R2	128-255	128-255	127-293
R1	128-090	128-090	127-269	128-042
PP	127-315	127-315	127-315	127-291
S1	127-150	127-150	127-221	127-102
S2	127-055	127-055	127-197
S3	126-115	126-210	127-174
S4	125-175	125-270	127-102

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	127-185	1-145	1.1%	0-243	0.6%	13%	False	False	1,291,628
10	129-010	127-020	1-310	1.5%	0-274	0.7%	36%	False	False	1,389,566
20	131-035	127-020	4-015	3.2%	0-272	0.7%	17%	False	False	1,349,272
40	131-055	126-130	4-245	3.7%	0-280	0.7%	29%	False	False	1,360,666
60	131-055	125-175	5-200	4.4%	0-255	0.6%	39%	False	False	1,233,536
80	131-055	125-050	6-005	4.7%	0-230	0.6%	43%	False	False	1,017,466
100	131-055	124-150	6-225	5.2%	0-229	0.6%	49%	False	False	814,417
120	131-055	122-210	8-165	6.7%	0-200	0.5%	60%	False	False	678,733

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-082
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-305
2.618	130-201
1.618	129-261
1.000	129-100
0.618	129-001
HIGH	128-160
0.618	128-061
0.500	128-030
0.382	127-319
LOW	127-220
0.618	127-059
1.000	126-280
1.618	126-119
2.618	125-179
4.250	124-075

Fisher Pivots for day following 02-Mar-2015
Pivot	1 day	3 day
R1	128-030	128-115
PP	127-315	128-052
S1	127-280	127-308

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols