ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 126-135 126-230 0-095 0.2% 125-280
High 126-225 126-300 0-075 0.2% 126-150
Low 126-115 126-035 -0-080 -0.2% 125-100
Close 126-205 126-290 0-085 0.2% 126-030
Range 0-110 0-265 0-155 140.9% 1-050
ATR 0-214 0-218 0-004 1.7% 0-000
Volume 15,513 15,092 -421 -2.7% 103,518
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-043 128-272 127-116
R3 128-098 128-007 127-043
R2 127-153 127-153 127-019
R1 127-062 127-062 126-314 127-108
PP 126-208 126-208 126-208 126-231
S1 126-117 126-117 126-266 126-162
S2 125-263 125-263 126-241
S3 124-318 125-172 126-217
S4 124-053 124-227 126-144
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
5 126-300 125-100 1-200 1.3% 0-186 0.5% 98% True False 17,609
10 126-300 125-100 1-200 1.3% 0-213 0.5% 98% True False 24,768
20 128-105 125-100 3-005 2.4% 0-205 0.5% 53% False False 600,797
40 129-185 125-100 4-085 3.4% 0-226 0.6% 37% False False 1,013,761
60 130-010 125-100 4-230 3.7% 0-208 0.5% 34% False False 988,596
80 130-010 125-100 4-230 3.7% 0-212 0.5% 34% False False 1,030,325
100 130-200 125-100 5-100 4.2% 0-222 0.5% 30% False False 829,576
120 130-200 125-050 5-150 4.3% 0-214 0.5% 32% False False 691,506
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 0-052
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-146
2.618 129-034
1.618 128-089
1.000 127-245
0.618 127-144
HIGH 126-300
0.618 126-199
0.500 126-168
0.382 126-136
LOW 126-035
0.618 125-191
1.000 125-090
1.618 124-246
2.618 123-301
4.250 122-189
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 126-249 126-249
PP 126-208 126-208
S1 126-168 126-168

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

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