ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 126-070 126-080 0-010 0.0% 125-280
High 126-150 126-180 0-030 0.1% 126-150
Low 125-290 126-075 0-105 0.3% 125-100
Close 126-030 126-115 0-085 0.2% 126-030
Range 0-180 0-105 -0-075 -41.7% 1-050
ATR 0-228 0-222 -0-006 -2.4% 0-000
Volume 31,831 10,053 -21,778 -68.4% 103,518
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-118 127-062 126-173
R3 127-013 126-277 126-144
R2 126-228 126-228 126-134
R1 126-172 126-172 126-125 126-200
PP 126-123 126-123 126-123 126-138
S1 126-067 126-067 126-105 126-095
S2 126-018 126-018 126-096
S3 125-233 125-282 126-086
S4 125-128 125-177 126-057
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-137 128-293 126-234
R3 128-087 127-243 126-132
R2 127-037 127-037 126-098
R1 126-193 126-193 126-064 126-275
PP 125-307 125-307 125-307 126-028
S1 125-143 125-143 125-316 125-225
S2 124-257 124-257 125-282
S3 123-207 124-093 125-248
S4 122-157 123-043 125-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-100 1-080 1.0% 0-184 0.5% 84% True False 17,706
10 127-220 125-100 2-120 1.9% 0-232 0.6% 44% False False 45,894
20 128-105 125-100 3-005 2.4% 0-215 0.5% 35% False False 735,842
40 129-255 125-100 4-155 3.5% 0-223 0.6% 23% False False 1,050,412
60 130-010 125-100 4-230 3.7% 0-206 0.5% 22% False False 1,013,771
80 130-010 125-100 4-230 3.7% 0-214 0.5% 22% False False 1,032,998
100 130-200 125-100 5-100 4.2% 0-224 0.6% 20% False False 829,296
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 127-306
2.618 127-135
1.618 127-030
1.000 126-285
0.618 126-245
HIGH 126-180
0.618 126-140
0.500 126-128
0.382 126-115
LOW 126-075
0.618 126-010
1.000 125-290
1.618 125-225
2.618 125-120
4.250 124-269
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 126-128 126-070
PP 126-123 126-025
S1 126-119 125-300

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

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