ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 03-Mar-2015

Day Change Summary
	Previous	Current
	02-Mar-2015	03-Mar-2015	Change	Change %	Previous Week
Open	127-255	127-045	-0-210	-0.5%	126-260
High	127-280	127-075	-0-205	-0.5%	128-125
Low	127-015	126-245	-0-090	-0.2%	126-240
Close	127-040	126-260	-0-100	-0.2%	127-255
Range	0-265	0-150	-0-115	-43.4%	1-205
ATR	0-253	0-245	-0-007	-2.9%	0-000
Volume	1,183,526	1,181,111	-2,415	-0.2%	5,079,376

Daily Pivots for day following 03-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-110	128-015	127-022
R3	127-280	127-185	126-301
R2	127-130	127-130	126-288
R1	127-035	127-035	126-274	127-008
PP	126-300	126-300	126-300	126-286
S1	126-205	126-205	126-246	126-178
S2	126-150	126-150	126-232
S3	126-000	126-055	126-219
S4	125-170	125-225	126-178

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	126-245	1-200	1.3%	0-198	0.5%	3%	False	True	1,326,245
10	128-125	126-120	2-005	1.6%	0-250	0.6%	22%	False	False	765,460
20	130-140	126-120	4-020	3.2%	0-264	0.6%	11%	False	False	388,521
40	130-200	126-120	4-080	3.4%	0-243	0.6%	10%	False	False	195,710

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0-066
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	129-072
2.618	128-148
1.618	127-318
1.000	127-225
0.618	127-168
HIGH	127-075
0.618	127-018
0.500	127-000
0.382	126-302
LOW	126-245
0.618	126-152
1.000	126-095
1.618	126-002
2.618	125-172
4.250	124-248

Fisher Pivots for day following 03-Mar-2015
Pivot	1 day	3 day
R1	127-000	127-102
PP	126-300	127-048
S1	126-280	126-314

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