ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 125-235 125-180 -0-055 -0.1% 128-045
High 125-250 126-050 0-120 0.3% 128-095
Low 125-115 125-100 -0-015 0.0% 125-170
Close 125-155 126-045 0-210 0.5% 125-300
Range 0-135 0-270 0-135 100.0% 2-245
ATR 0-229 0-232 0-003 1.3% 0-000
Volume 18,886 15,557 -3,329 -17.6% 511,517
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-128 128-037 126-194
R3 127-178 127-087 126-119
R2 126-228 126-228 126-094
R1 126-137 126-137 126-070 126-182
PP 125-278 125-278 125-278 125-301
S1 125-187 125-187 126-020 125-232
S2 125-008 125-008 125-316
S3 124-058 124-237 125-291
S4 123-108 123-287 125-216
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
5 126-220 125-100 1-120 1.1% 0-228 0.6% 60% False True 21,813
10 128-105 125-100 3-005 2.4% 0-240 0.6% 27% False True 97,264
20 128-105 125-100 3-005 2.4% 0-223 0.6% 27% False True 868,645
40 129-310 125-100 4-210 3.7% 0-224 0.6% 18% False True 1,108,030
60 130-010 125-100 4-230 3.7% 0-214 0.5% 18% False True 1,059,011
80 130-010 125-100 4-230 3.7% 0-218 0.5% 18% False True 1,034,119
100 130-200 125-100 5-100 4.2% 0-225 0.6% 16% False True 828,904
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-238
2.618 128-117
1.618 127-167
1.000 127-000
0.618 126-217
HIGH 126-050
0.618 125-267
0.500 125-235
0.382 125-203
LOW 125-100
0.618 124-253
1.000 124-150
1.618 123-303
2.618 123-033
4.250 121-232
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 126-002 126-011
PP 125-278 125-297
S1 125-235 125-262

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

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