ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 25-Mar-2015
Day Change Summary
Previous Current
24-Mar-2015 25-Mar-2015 Change Change % Previous Week
Open 128-280 129-050 0-090 0.2% 127-025
High 129-070 129-125 0-055 0.1% 129-005
Low 128-240 128-220 -0-020 0.0% 127-015
Close 129-030 128-260 -0-090 -0.2% 128-220
Range 0-150 0-225 0-075 50.0% 1-310
ATR 0-226 0-226 0-000 0.0% 0-000
Volume 975,935 1,008,392 32,457 3.3% 5,092,371
Daily Pivots for day following 25-Mar-2015
Classic Woodie Camarilla DeMark
R4 131-023 130-207 129-064
R3 130-118 129-302 129-002
R2 129-213 129-213 128-301
R1 129-077 129-077 128-281 129-032
PP 128-308 128-308 128-308 128-286
S1 128-172 128-172 128-239 128-128
S2 128-083 128-083 128-219
S3 127-178 127-267 128-198
S4 126-273 127-042 128-136
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
5 129-125 128-025 1-100 1.0% 0-190 0.5% 56% True False 976,327
10 129-125 126-250 2-195 2.0% 0-213 0.5% 78% True False 1,030,577
20 129-125 125-295 3-150 2.7% 0-219 0.5% 83% True False 1,143,171
40 130-200 125-295 4-225 3.7% 0-244 0.6% 61% False False 640,543
60 130-200 125-200 5-000 3.9% 0-227 0.6% 64% False False 427,489
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-121
2.618 131-074
1.618 130-169
1.000 130-030
0.618 129-264
HIGH 129-125
0.618 129-039
0.500 129-012
0.382 128-306
LOW 128-220
0.618 128-081
1.000 127-315
1.618 127-176
2.618 126-271
4.250 125-224
Fisher Pivots for day following 25-Mar-2015
Pivot 1 day 3 day
R1 129-012 129-000
PP 128-308 128-300
S1 128-284 128-280

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

View Archives - Comment on this page... - Back to Index of Symbols