ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 23-Apr-2015
Day Change Summary
Previous Current
22-Apr-2015 23-Apr-2015 Change Change % Previous Week
Open 129-130 128-265 -0-185 -0.4% 128-270
High 129-170 129-065 -0-105 -0.3% 129-310
Low 128-225 128-235 0-010 0.0% 128-185
Close 128-275 129-045 0-090 0.2% 129-260
Range 0-265 0-150 -0-115 -43.4% 1-125
ATR 0-188 0-186 -0-003 -1.5% 0-000
Volume 1,175,589 1,211,509 35,920 3.1% 5,051,959
Daily Pivots for day following 23-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-138 130-082 129-128
R3 129-308 129-252 129-086
R2 129-158 129-158 129-072
R1 129-102 129-102 129-059 129-130
PP 129-008 129-008 129-008 129-022
S1 128-272 128-272 129-031 128-300
S2 128-178 128-178 129-018
S3 128-028 128-122 129-004
S4 127-198 127-292 128-282
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
5 129-310 128-225 1-085 1.0% 0-169 0.4% 35% False False 1,012,181
10 129-310 128-185 1-125 1.1% 0-160 0.4% 40% False False 975,222
20 130-010 128-055 1-275 1.4% 0-173 0.4% 52% False False 958,404
40 130-010 125-295 4-035 3.2% 0-196 0.5% 78% False False 1,050,787
60 130-200 125-295 4-225 3.6% 0-220 0.5% 68% False False 746,496
80 130-200 125-200 5-000 3.9% 0-214 0.5% 70% False False 560,218
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 0-046
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-062
2.618 130-138
1.618 129-308
1.000 129-215
0.618 129-158
HIGH 129-065
0.618 129-008
0.500 128-310
0.382 128-292
LOW 128-235
0.618 128-142
1.000 128-085
1.618 127-312
2.618 127-162
4.250 126-238
Fisher Pivots for day following 23-Apr-2015
Pivot 1 day 3 day
R1 129-027 129-068
PP 129-008 129-060
S1 128-310 129-052

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

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