ECBOT 10 Year T-Note Future March 2015


Trading Metrics calculated at close of trading on 09-Mar-2015
Day Change Summary
Previous Current
06-Mar-2015 09-Mar-2015 Change Change % Previous Week
Open 127-220 126-235 -0-305 -0.7% 128-130
High 128-055 127-050 -1-005 -0.8% 128-160
Low 126-200 126-215 0-015 0.0% 126-200
Close 126-240 127-030 0-110 0.3% 126-240
Range 1-175 0-155 -1-020 -68.7% 1-280
ATR 0-256 0-248 -0-007 -2.8% 0-000
Volume 38,763 49,660 10,897 28.1% 406,979
Daily Pivots for day following 09-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-137 128-078 127-115
R3 127-302 127-243 127-073
R2 127-147 127-147 127-058
R1 127-088 127-088 127-044 127-118
PP 126-312 126-312 126-312 127-006
S1 126-253 126-253 127-016 126-282
S2 126-157 126-157 127-002
S3 126-002 126-098 126-307
S4 125-167 125-263 126-265
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-293 131-227 127-250
R3 131-013 129-267 127-085
R2 129-053 129-053 127-030
R1 127-307 127-307 126-295 127-200
PP 127-093 127-093 127-093 127-040
S1 126-027 126-027 126-185 125-240
S2 125-133 125-133 126-130
S3 123-173 124-067 126-075
S4 121-213 122-107 125-230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-055 126-200 1-175 1.2% 0-207 0.5% 30% False False 57,364
10 129-010 126-200 2-130 1.9% 0-225 0.6% 19% False False 674,496
20 129-035 126-200 2-155 2.0% 0-237 0.6% 19% False False 1,004,579
40 131-055 126-200 4-175 3.6% 0-272 0.7% 10% False False 1,222,006
60 131-055 125-210 5-165 4.3% 0-255 0.6% 26% False False 1,130,489
80 131-055 125-120 5-255 4.6% 0-232 0.6% 30% False False 1,020,595
100 131-055 125-050 6-005 4.7% 0-231 0.6% 32% False False 817,227
120 131-055 122-210 8-165 6.7% 0-208 0.5% 52% False False 681,123
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-069
2.618 128-136
1.618 127-301
1.000 127-205
0.618 127-146
HIGH 127-050
0.618 126-311
0.500 126-292
0.382 126-274
LOW 126-215
0.618 126-119
1.000 126-060
1.618 125-284
2.618 125-129
4.250 124-196
Fisher Pivots for day following 09-Mar-2015
Pivot 1 day 3 day
R1 127-011 127-128
PP 126-312 127-095
S1 126-292 127-062

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

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