ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-Mar-2015
Day Change Summary
Previous Current
10-Mar-2015 11-Mar-2015 Change Change % Previous Week
Open 126-150 126-285 0-135 0.3% 127-255
High 127-025 127-055 0-030 0.1% 127-280
Low 126-090 126-200 0-110 0.3% 125-295
Close 126-295 126-315 0-020 0.0% 126-020
Range 0-255 0-175 -0-080 -31.4% 1-305
ATR 0-245 0-240 -0-005 -2.0% 0-000
Volume 1,348,356 1,413,444 65,088 4.8% 6,114,560
Daily Pivots for day following 11-Mar-2015
Classic Woodie Camarilla DeMark
R4 128-182 128-103 127-091
R3 128-007 127-248 127-043
R2 127-152 127-152 127-027
R1 127-073 127-073 127-011 127-112
PP 126-297 126-297 126-297 126-316
S1 126-218 126-218 126-299 126-258
S2 126-122 126-122 126-283
S3 125-267 126-043 126-267
S4 125-092 125-188 126-219
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
5 127-160 125-295 1-185 1.2% 0-251 0.6% 67% False False 1,315,010
10 128-125 125-295 2-150 1.9% 0-226 0.6% 43% False False 1,255,764
20 128-125 125-295 2-150 1.9% 0-244 0.6% 43% False False 761,156
40 130-200 125-295 4-225 3.7% 0-254 0.6% 23% False False 383,271
Crabel Price Patterns
NR True
NR4 False
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 0-067
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-159
2.618 128-193
1.618 128-018
1.000 127-230
0.618 127-163
HIGH 127-055
0.618 126-308
0.500 126-288
0.382 126-267
LOW 126-200
0.618 126-092
1.000 126-025
1.618 125-237
2.618 125-062
4.250 124-096
Fisher Pivots for day following 11-Mar-2015
Pivot 1 day 3 day
R1 126-306 126-270
PP 126-297 126-225
S1 126-288 126-180

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

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