ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 126-230 127-060 0-150 0.4% 125-280
High 126-300 127-070 0-090 0.2% 126-150
Low 126-035 126-150 0-115 0.3% 125-100
Close 126-290 126-205 -0-085 -0.2% 126-030
Range 0-265 0-240 -0-025 -9.4% 1-050
ATR 0-218 0-220 0-002 0.7% 0-000
Volume 15,092 8,719 -6,373 -42.2% 103,518
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-008 128-187 127-017
R3 128-088 127-267 126-271
R2 127-168 127-168 126-249
R1 127-027 127-027 126-227 126-298
PP 126-248 126-248 126-248 126-224
S1 126-107 126-107 126-183 126-058
S2 126-008 126-008 126-161
S3 125-088 125-187 126-139
S4 124-168 124-267 126-073
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
5 127-070 125-290 1-100 1.0% 0-180 0.4% 56% True False 16,241
10 127-070 125-100 1-290 1.5% 0-204 0.5% 70% True False 19,027
20 128-105 125-100 3-005 2.4% 0-208 0.5% 44% False False 537,640
40 129-185 125-100 4-085 3.4% 0-225 0.6% 31% False False 984,589
60 130-010 125-100 4-230 3.7% 0-209 0.5% 28% False False 972,475
80 130-010 125-100 4-230 3.7% 0-210 0.5% 28% False False 1,022,342
100 130-200 125-100 5-100 4.2% 0-223 0.5% 25% False False 829,640
120 130-200 125-070 5-130 4.3% 0-216 0.5% 26% False False 691,579
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-130
2.618 129-058
1.618 128-138
1.000 127-310
0.618 127-218
HIGH 127-070
0.618 126-298
0.500 126-270
0.382 126-242
LOW 126-150
0.618 126-002
1.000 125-230
1.618 125-082
2.618 124-162
4.250 123-090
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 126-270 126-212
PP 126-248 126-210
S1 126-227 126-208

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

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