ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 126-090 126-220 0-130 0.3% 128-045
High 126-260 126-220 -0-040 -0.1% 128-095
Low 125-250 125-170 -0-080 -0.2% 125-170
Close 126-225 125-300 -0-245 -0.6% 125-300
Range 1-010 1-050 0-040 12.1% 2-245
ATR 0-230 0-241 0-010 4.5% 0-000
Volume 66,131 37,382 -28,749 -43.5% 511,517
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-167 128-283 126-184
R3 128-117 127-233 126-082
R2 127-067 127-067 126-048
R1 126-183 126-183 126-014 126-100
PP 126-017 126-017 126-017 125-295
S1 125-133 125-133 125-266 125-050
S2 124-287 124-287 125-232
S3 123-237 124-083 125-198
S4 122-187 123-033 125-096
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 134-283 133-057 127-147
R3 132-038 130-132 126-223
R2 129-113 129-113 126-142
R1 127-207 127-207 126-061 127-038
PP 126-188 126-188 126-188 126-104
S1 124-282 124-282 125-219 124-112
S2 123-263 123-263 125-138
S3 121-018 122-037 125-057
S4 118-093 119-112 124-133
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-095 125-170 2-245 2.2% 0-302 0.7% 15% False True 102,303
10 128-105 125-170 2-255 2.2% 0-230 0.6% 15% False True 926,825
20 128-105 125-170 2-255 2.2% 0-248 0.6% 15% False True 1,217,683
40 129-310 125-170 4-140 3.5% 0-220 0.5% 9% False True 1,194,285
60 130-010 125-170 4-160 3.6% 0-213 0.5% 9% False True 1,124,883
80 130-010 125-170 4-160 3.6% 0-221 0.5% 9% False True 1,033,952
100 130-200 125-170 5-030 4.0% 0-229 0.6% 8% False True 828,239
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-192
2.618 129-229
1.618 128-179
1.000 127-270
0.618 127-129
HIGH 126-220
0.618 126-079
0.500 126-035
0.382 125-311
LOW 125-170
0.618 124-261
1.000 124-120
1.618 123-211
2.618 122-161
4.250 120-198
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 126-035 126-100
PP 126-017 126-060
S1 125-318 126-020

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

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