ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 23-Feb-2015
Day Change Summary
Previous Current
20-Feb-2015 23-Feb-2015 Change Change % Previous Week
Open 126-270 126-260 -0-010 0.0% 127-150
High 127-170 127-120 -0-050 -0.1% 127-250
Low 126-200 126-240 0-040 0.1% 126-120
Close 126-230 127-110 0-200 0.5% 126-230
Range 0-290 0-200 -0-090 -31.0% 1-130
ATR 0-260 0-256 -0-004 -1.4% 0-000
Volume 79,006 165,429 86,423 109.4% 228,308
Daily Pivots for day following 23-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-010 128-260 127-220
R3 128-130 128-060 127-165
R2 127-250 127-250 127-147
R1 127-180 127-180 127-128 127-215
PP 127-050 127-050 127-050 127-068
S1 126-300 126-300 127-092 127-015
S2 126-170 126-170 127-073
S3 125-290 126-100 127-055
S4 125-090 125-220 127-000
Weekly Pivots for week ending 20-Feb-2015
Classic Woodie Camarilla DeMark
R4 131-057 130-113 127-158
R3 129-247 128-303 127-034
R2 128-117 128-117 126-312
R1 127-173 127-173 126-271 127-080
PP 126-307 126-307 126-307 126-260
S1 126-043 126-043 126-189 125-270
S2 125-177 125-177 126-148
S3 124-047 124-233 126-106
S4 122-237 123-103 125-302
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-250 126-120 1-130 1.1% 0-308 0.8% 69% False False 78,747
10 128-160 126-120 2-040 1.7% 0-247 0.6% 46% False False 45,877
20 130-200 126-120 4-080 3.3% 0-262 0.6% 23% False False 26,578
40 130-200 125-050 5-150 4.3% 0-218 0.5% 40% False False 13,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-058
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-010
2.618 129-004
1.618 128-124
1.000 128-000
0.618 127-244
HIGH 127-120
0.618 127-044
0.500 127-020
0.382 126-316
LOW 126-240
0.618 126-116
1.000 126-040
1.618 125-236
2.618 125-036
4.250 124-030
Fisher Pivots for day following 23-Feb-2015
Pivot 1 day 3 day
R1 127-080 127-082
PP 127-050 127-053
S1 127-020 127-025

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

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