ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 25-Feb-2015
Day Change Summary
Previous Current
24-Feb-2015 25-Feb-2015 Change Change % Previous Week
Open 127-110 128-030 0-240 0.6% 127-150
High 128-050 128-080 0-030 0.1% 127-250
Low 126-290 127-285 0-315 0.8% 126-120
Close 128-020 128-030 0-010 0.0% 126-230
Range 1-080 0-115 -0-285 -71.3% 1-130
ATR 0-266 0-256 -0-011 -4.1% 0-000
Volume 647,359 1,583,830 936,471 144.7% 228,308
Daily Pivots for day following 25-Feb-2015
Classic Woodie Camarilla DeMark
R4 129-050 128-315 128-093
R3 128-255 128-200 128-062
R2 128-140 128-140 128-051
R1 128-085 128-085 128-041 128-088
PP 128-025 128-025 128-025 128-026
S1 127-290 127-290 128-019 127-292
S2 127-230 127-230 128-009
S3 127-115 127-175 127-318
S4 127-000 127-060 127-287
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
5 128-080 126-200 1-200 1.3% 0-249 0.6% 90% True False 506,512
10 128-080 126-120 1-280 1.5% 0-262 0.6% 92% True False 266,549
20 130-200 126-120 4-080 3.3% 0-268 0.7% 40% False False 137,915
40 130-200 125-200 5-000 3.9% 0-231 0.6% 49% False False 69,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-071
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 129-249
2.618 129-061
1.618 128-266
1.000 128-195
0.618 128-151
HIGH 128-080
0.618 128-036
0.500 128-022
0.382 128-009
LOW 127-285
0.618 127-214
1.000 127-170
1.618 127-099
2.618 126-304
4.250 126-116
Fisher Pivots for day following 25-Feb-2015
Pivot 1 day 3 day
R1 128-028 127-287
PP 128-025 127-223
S1 128-022 127-160

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

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