ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 06-Mar-2015
Day Change Summary
Previous Current
05-Mar-2015 06-Mar-2015 Change Change % Previous Week
Open 126-305 127-015 0-030 0.1% 127-255
High 127-060 127-160 0-100 0.2% 127-280
Low 126-235 125-295 -0-260 -0.6% 125-295
Close 127-020 126-020 -1-000 -0.8% 126-020
Range 0-145 1-185 1-040 248.3% 1-305
ATR 0-230 0-250 0-020 8.5% 0-000
Volume 1,086,746 1,727,978 641,232 59.0% 6,114,560
Daily Pivots for day following 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 131-073 130-072 126-298
R3 129-208 128-207 126-159
R2 128-023 128-023 126-113
R1 127-022 127-022 126-066 126-250
PP 126-158 126-158 126-158 126-112
S1 125-157 125-157 125-294 125-065
S2 124-293 124-293 125-247
S3 123-108 123-292 125-201
S4 121-243 122-107 125-062
Weekly Pivots for week ending 06-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-153 131-072 127-044
R3 130-168 129-087 126-192
R2 128-183 128-183 126-135
R1 127-102 127-102 126-077 126-310
PP 126-198 126-198 126-198 126-142
S1 125-117 125-117 125-283 125-005
S2 124-213 124-213 125-225
S3 122-228 123-132 125-168
S4 120-243 121-147 124-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-280 125-295 1-305 1.5% 0-238 0.6% 7% False True 1,222,912
10 128-125 125-295 2-150 2.0% 0-236 0.6% 6% False True 1,119,393
20 129-140 125-295 3-165 2.8% 0-256 0.6% 4% False True 574,834
40 130-200 125-295 4-225 3.7% 0-247 0.6% 3% False True 289,409
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-070
Widest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 134-066
2.618 131-202
1.618 130-017
1.000 129-025
0.618 128-152
HIGH 127-160
0.618 126-287
0.500 126-228
0.382 126-168
LOW 125-295
0.618 124-303
1.000 124-110
1.618 123-118
2.618 121-253
4.250 119-069
Fisher Pivots for day following 06-Mar-2015
Pivot 1 day 3 day
R1 126-228 126-228
PP 126-158 126-158
S1 126-089 126-089

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

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