ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 129-190 129-170 -0-020 0.0% 128-270
High 129-255 129-230 -0-025 -0.1% 129-310
Low 129-140 129-100 -0-040 -0.1% 128-185
Close 129-170 129-115 -0-055 -0.1% 129-260
Range 0-115 0-130 0-015 13.0% 1-125
ATR 0-186 0-182 -0-004 -2.2% 0-000
Volume 789,143 707,522 -81,621 -10.3% 5,051,959
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-218 130-137 129-186
R3 130-088 130-007 129-151
R2 129-278 129-278 129-139
R1 129-197 129-197 129-127 129-172
PP 129-148 129-148 129-148 129-136
S1 129-067 129-067 129-103 129-042
S2 129-018 129-018 129-091
S3 128-208 128-257 129-079
S4 128-078 128-127 129-044
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 133-200 133-035 130-185
R3 132-075 131-230 130-062
R2 130-270 130-270 130-022
R1 130-105 130-105 129-301 130-188
PP 129-145 129-145 129-145 129-186
S1 128-300 128-300 129-219 129-062
S2 128-020 128-020 129-178
S3 126-215 127-175 129-138
S4 125-090 126-050 129-015
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-310 129-080 0-230 0.6% 0-141 0.3% 15% False False 921,063
10 129-310 128-185 1-125 1.1% 0-158 0.4% 56% False False 928,117
20 130-010 128-055 1-275 1.4% 0-171 0.4% 64% False False 938,265
40 130-010 125-295 4-035 3.2% 0-198 0.5% 84% False False 1,046,889
60 130-200 125-295 4-225 3.6% 0-220 0.5% 73% False False 706,786
80 130-200 125-050 5-150 4.2% 0-208 0.5% 77% False False 530,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-142
2.618 130-250
1.618 130-120
1.000 130-040
0.618 129-310
HIGH 129-230
0.618 129-180
0.500 129-165
0.382 129-150
LOW 129-100
0.618 129-020
1.000 128-290
1.618 128-210
2.618 128-080
4.250 127-188
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 129-165 129-205
PP 129-148 129-175
S1 129-132 129-145

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

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