ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 125-280 126-035 0-075 0.2% 128-045
High 126-080 126-105 0-025 0.1% 128-095
Low 125-265 125-195 -0-070 -0.2% 125-170
Close 126-045 125-290 -0-075 -0.2% 125-300
Range 0-135 0-230 0-095 70.4% 2-245
ATR 0-233 0-233 0-000 -0.1% 0-000
Volume 25,038 12,206 -12,832 -51.3% 511,517
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-033 127-232 126-096
R3 127-123 127-002 126-033
R2 126-213 126-213 126-012
R1 126-092 126-092 125-311 126-038
PP 125-303 125-303 125-303 125-276
S1 125-182 125-182 125-269 125-128
S2 125-073 125-073 125-248
S3 124-163 124-272 125-227
S4 123-253 124-042 125-164
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
5 127-030 125-170 1-180 1.2% 0-275 0.7% 24% False False 47,232
10 128-105 125-170 2-255 2.2% 0-222 0.5% 13% False False 554,434
20 128-105 125-170 2-255 2.2% 0-232 0.6% 13% False False 1,069,181
40 129-310 125-170 4-140 3.5% 0-222 0.6% 8% False False 1,155,439
60 130-010 125-170 4-160 3.6% 0-212 0.5% 8% False False 1,084,109
80 130-010 125-170 4-160 3.6% 0-220 0.5% 8% False False 1,034,056
100 130-200 125-170 5-030 4.0% 0-228 0.6% 7% False False 828,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-122
2.618 128-067
1.618 127-157
1.000 127-015
0.618 126-247
HIGH 126-105
0.618 126-017
0.500 125-310
0.382 125-283
LOW 125-195
0.618 125-053
1.000 124-285
1.618 124-143
2.618 123-233
4.250 122-178
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 125-310 126-035
PP 125-303 126-013
S1 125-297 125-312

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

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