ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 27-Mar-2015
Day Change Summary
Previous Current
26-Mar-2015 27-Mar-2015 Change Change % Previous Week
Open 128-230 128-125 -0-105 -0.3% 128-220
High 129-020 128-225 -0-115 -0.3% 129-125
Low 128-055 128-080 0-025 0.1% 128-055
Close 128-075 128-220 0-145 0.4% 128-220
Range 0-285 0-145 -0-140 -49.1% 1-070
ATR 0-230 0-224 -0-006 -2.5% 0-000
Volume 1,334,016 949,736 -384,280 -28.8% 5,013,444
Daily Pivots for day following 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 129-290 129-240 128-300
R3 129-145 129-095 128-260
R2 129-000 129-000 128-247
R1 128-270 128-270 128-233 128-295
PP 128-175 128-175 128-175 128-188
S1 128-125 128-125 128-207 128-150
S2 128-030 128-030 128-193
S3 127-205 127-300 128-180
S4 127-060 127-155 128-140
Weekly Pivots for week ending 27-Mar-2015
Classic Woodie Camarilla DeMark
R4 132-130 131-245 129-114
R3 131-060 130-175 129-007
R2 129-310 129-310 128-292
R1 129-105 129-105 128-256 129-095
PP 128-240 128-240 128-240 128-235
S1 128-035 128-035 128-184 128-025
S2 127-170 127-170 128-148
S3 126-100 126-285 128-113
S4 125-030 125-215 128-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-125 128-055 1-070 0.9% 0-182 0.4% 42% False False 1,002,688
10 129-125 127-015 2-110 1.8% 0-212 0.5% 70% False False 1,010,581
20 129-125 125-295 3-150 2.7% 0-218 0.5% 80% False False 1,123,220
40 130-200 125-295 4-225 3.7% 0-242 0.6% 59% False False 697,088
60 130-200 125-230 4-290 3.8% 0-233 0.6% 61% False False 465,472
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-201
2.618 129-285
1.618 129-140
1.000 129-050
0.618 128-315
HIGH 128-225
0.618 128-170
0.500 128-152
0.382 128-135
LOW 128-080
0.618 127-310
1.000 127-255
1.618 127-165
2.618 127-020
4.250 126-104
Fisher Pivots for day following 27-Mar-2015
Pivot 1 day 3 day
R1 128-198 128-250
PP 128-175 128-240
S1 128-152 128-230

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

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