ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 05-Mar-2015
Day Change Summary
Previous Current
04-Mar-2015 05-Mar-2015 Change Change % Previous Week
Open 127-165 127-205 0-040 0.1% 127-160
High 127-240 127-265 0-025 0.1% 129-010
Low 127-125 127-130 0-005 0.0% 127-135
Close 127-180 127-230 0-050 0.1% 128-135
Range 0-115 0-135 0-020 17.4% 1-195
ATR 0-245 0-237 -0-008 -3.2% 0-000
Volume 61,727 74,462 12,735 20.6% 7,668,428
Daily Pivots for day following 05-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-293 128-237 127-304
R3 128-158 128-102 127-267
R2 128-023 128-023 127-255
R1 127-287 127-287 127-242 127-315
PP 127-208 127-208 127-208 127-222
S1 127-152 127-152 127-218 127-180
S2 127-073 127-073 127-205
S3 126-258 127-017 127-193
S4 126-123 126-202 127-156
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
5 128-160 127-125 1-035 0.9% 0-159 0.4% 30% False False 144,601
10 129-010 127-100 1-230 1.3% 0-210 0.5% 24% False False 958,425
20 130-200 127-020 3-180 2.8% 0-250 0.6% 18% False False 1,150,617
40 131-055 127-020 4-035 3.2% 0-265 0.6% 16% False False 1,280,383
60 131-055 125-175 5-200 4.4% 0-252 0.6% 39% False False 1,171,593
80 131-055 125-050 6-005 4.7% 0-230 0.6% 43% False False 1,019,766
100 131-055 125-050 6-005 4.7% 0-227 0.6% 43% False False 816,364
120 131-055 122-210 8-165 6.7% 0-203 0.5% 59% False False 680,386
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-199
2.618 128-298
1.618 128-163
1.000 128-080
0.618 128-028
HIGH 127-265
0.618 127-213
0.500 127-198
0.382 127-182
LOW 127-130
0.618 127-047
1.000 126-315
1.618 126-232
2.618 126-097
4.250 125-196
Fisher Pivots for day following 05-Mar-2015
Pivot 1 day 3 day
R1 127-219 127-220
PP 127-208 127-210
S1 127-198 127-200

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

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