ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 17-Mar-2015

Day Change Summary
	Previous	Current
	16-Mar-2015	17-Mar-2015	Change	Change %	Previous Week
Open	127-025	127-120	0-095	0.2%	126-025
High	127-165	127-225	0-060	0.1%	127-215
Low	127-015	127-100	0-085	0.2%	125-305
Close	127-070	127-160	0-090	0.2%	127-035
Range	0-150	0-125	-0-025	-16.7%	1-230
ATR	0-231	0-226	-0-005	-2.4%	0-000
Volume	758,004	782,331	24,327	3.2%	6,244,042

Daily Pivots for day following 17-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-217	128-153	127-229
R3	128-092	128-028	127-194
R2	127-287	127-287	127-183
R1	127-223	127-223	127-171	127-255
PP	127-162	127-162	127-162	127-178
S1	127-098	127-098	127-149	127-130
S2	127-037	127-037	127-137
S3	126-232	126-293	127-126
S4	126-107	126-168	127-091

Weekly Pivots for week ending 13-Mar-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-022	131-098	128-018
R3	130-112	129-188	127-186
R2	128-202	128-202	127-136
R1	127-278	127-278	127-085	128-080
PP	126-292	126-292	126-292	127-032
S1	126-048	126-048	126-305	126-170
S2	125-062	125-062	126-254
S3	123-152	124-138	126-204
S4	121-242	122-228	126-052

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-225	126-200	1-025	0.8%	0-178	0.4%	81%	True	False	1,087,498
10	127-225	125-295	1-250	1.4%	0-210	0.5%	89%	True	False	1,153,430
20	128-125	125-295	2-150	1.9%	0-230	0.6%	64%	False	False	959,445
40	130-200	125-295	4-225	3.7%	0-241	0.6%	34%	False	False	483,744

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	0-058
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	129-116
2.618	128-232
1.618	128-107
1.000	128-030
0.618	127-302
HIGH	127-225
0.618	127-177
0.500	127-162
0.382	127-148
LOW	127-100
0.618	127-023
1.000	126-295
1.618	126-218
2.618	126-093
4.250	125-209

Fisher Pivots for day following 17-Mar-2015
Pivot	1 day	3 day
R1	127-162	127-132
PP	127-162	127-105
S1	127-161	127-078

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