ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 20-Mar-2015
Day Change Summary
Previous Current
19-Mar-2015 20-Mar-2015 Change Change % Previous Week
Open 128-240 128-075 -0-165 -0.4% 127-025
High 129-005 128-245 -0-080 -0.2% 129-005
Low 128-025 128-075 0-050 0.1% 127-015
Close 128-070 128-220 0-150 0.4% 128-220
Range 0-300 0-170 -0-130 -43.3% 1-310
ATR 0-247 0-242 -0-005 -2.1% 0-000
Volume 1,356,190 795,754 -560,436 -41.3% 5,092,371
Daily Pivots for day following 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 130-050 129-305 128-314
R3 129-200 129-135 128-267
R2 129-030 129-030 128-251
R1 128-285 128-285 128-236 128-318
PP 128-180 128-180 128-180 128-196
S1 128-115 128-115 128-204 128-148
S2 128-010 128-010 128-189
S3 127-160 127-265 128-173
S4 126-310 127-095 128-126
Weekly Pivots for week ending 20-Mar-2015
Classic Woodie Camarilla DeMark
R4 134-050 133-125 129-246
R3 132-060 131-135 129-073
R2 130-070 130-070 129-016
R1 129-145 129-145 128-278 129-268
PP 128-080 128-080 128-080 128-141
S1 127-155 127-155 128-162 127-278
S2 126-090 126-090 128-104
S3 124-100 125-165 128-047
S4 122-110 123-175 127-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-005 127-015 1-310 1.5% 0-242 0.6% 83% False False 1,018,474
10 129-005 125-305 3-020 2.4% 0-226 0.5% 89% False False 1,133,641
20 129-005 125-295 3-030 2.4% 0-231 0.6% 89% False False 1,126,517
40 130-200 125-295 4-225 3.7% 0-246 0.6% 59% False False 572,430
60 130-200 125-050 5-150 4.2% 0-219 0.5% 65% False False 381,994
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-008
2.618 130-050
1.618 129-200
1.000 129-095
0.618 129-030
HIGH 128-245
0.618 128-180
0.500 128-160
0.382 128-140
LOW 128-075
0.618 127-290
1.000 127-225
1.618 127-120
2.618 126-270
4.250 125-312
Fisher Pivots for day following 20-Mar-2015
Pivot 1 day 3 day
R1 128-200 128-174
PP 128-180 128-128
S1 128-160 128-082

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

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