ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 17-Feb-2015

Day Change Summary
	Previous	Current
	13-Feb-2015	17-Feb-2015	Change	Change %	Previous Week
Open	127-250	127-150	-0-100	-0.2%	127-310
High	127-280	127-250	-0-030	-0.1%	128-160
Low	127-140	126-140	-1-000	-0.8%	127-070
Close	127-200	126-180	-1-020	-0.8%	127-200
Range	0-140	1-110	0-290	207.1%	1-090
ATR	0-235	0-249	0-014	5.9%	0-000
Volume	11,667	17,720	6,053	51.9%	65,037

Daily Pivots for day following 17-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-307	130-033	127-096
R3	129-197	128-243	126-298
R2	128-087	128-087	126-259
R1	127-133	127-133	126-219	127-055
PP	126-297	126-297	126-297	126-258
S1	126-023	126-023	126-141	125-265
S2	125-187	125-187	126-101
S3	124-077	124-233	126-062
S4	122-287	123-123	125-264

Weekly Pivots for week ending 13-Feb-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-200	130-290	128-106
R3	130-110	129-200	127-313
R2	129-020	129-020	127-275
R1	128-110	128-110	127-238	128-020
PP	127-250	127-250	127-250	127-205
S1	127-020	127-020	127-162	126-250
S2	126-160	126-160	127-125
S3	125-070	125-250	127-087
S4	123-300	124-160	126-294

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-310	126-140	1-170	1.2%	0-226	0.6%	8%	False	True	14,093
10	130-140	126-140	4-000	3.2%	0-277	0.7%	3%	False	True	11,581
20	130-200	126-140	4-060	3.3%	0-252	0.6%	3%	False	True	8,044

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-052
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	133-158
2.618	131-096
1.618	129-306
1.000	129-040
0.618	128-196
HIGH	127-250
0.618	127-086
0.500	127-035
0.382	126-304
LOW	126-140
0.618	125-194
1.000	125-030
1.618	124-084
2.618	122-294
4.250	120-232

Fisher Pivots for day following 17-Feb-2015
Pivot	1 day	3 day
R1	127-035	127-065
PP	126-297	126-317
S1	126-238	126-248

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