ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Mar-2015
Day Change Summary
Previous Current
27-Feb-2015 02-Mar-2015 Change Change % Previous Week
Open 127-185 127-255 0-070 0.2% 126-260
High 127-275 127-280 0-005 0.0% 128-125
Low 127-115 127-015 -0-100 -0.2% 126-240
Close 127-255 127-040 -0-215 -0.5% 127-255
Range 0-160 0-265 0-105 65.6% 1-205
ATR 0-252 0-253 0-001 0.4% 0-000
Volume 1,335,435 1,183,526 -151,909 -11.4% 5,079,376
Daily Pivots for day following 02-Mar-2015
Classic Woodie Camarilla DeMark
R4 129-267 129-098 127-186
R3 129-002 128-153 127-113
R2 128-057 128-057 127-089
R1 127-208 127-208 127-064 127-160
PP 127-112 127-112 127-112 127-088
S1 126-263 126-263 127-016 126-215
S2 126-167 126-167 126-311
S3 125-222 125-318 126-287
S4 124-277 125-053 126-214
Weekly Pivots for week ending 27-Feb-2015
Classic Woodie Camarilla DeMark
R4 132-182 131-263 128-224
R3 130-297 130-058 128-079
R2 129-092 129-092 128-031
R1 128-173 128-173 127-303 128-292
PP 127-207 127-207 127-207 127-266
S1 126-288 126-288 127-207 127-088
S2 126-002 126-002 127-159
S3 124-117 125-083 127-111
S4 122-232 123-198 126-286
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-125 126-290 1-155 1.2% 0-248 0.6% 15% False False 1,219,494
10 128-125 126-120 2-005 1.6% 0-278 0.7% 37% False False 649,121
20 130-190 126-120 4-070 3.3% 0-264 0.7% 18% False False 329,813
40 130-200 125-230 4-290 3.9% 0-246 0.6% 29% False False 166,182
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-074
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-126
2.618 130-014
1.618 129-069
1.000 128-225
0.618 128-124
HIGH 127-280
0.618 127-179
0.500 127-148
0.382 127-116
LOW 127-015
0.618 126-171
1.000 126-070
1.618 125-226
2.618 124-281
4.250 123-169
Fisher Pivots for day following 02-Mar-2015
Pivot 1 day 3 day
R1 127-148 127-230
PP 127-112 127-167
S1 127-076 127-103

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

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