ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-Apr-2015
Day Change Summary
Previous Current
17-Apr-2015 20-Apr-2015 Change Change % Previous Week
Open 129-100 129-060 -0-040 -0.1% 128-170
High 129-170 129-060 -0-110 -0.3% 129-170
Low 129-030 129-040 0-010 0.0% 128-060
Close 129-140 129-050 -0-090 -0.2% 129-140
Range 0-140 0-020 -0-120 -85.7% 1-110
ATR 0-119 0-118 -0-001 -1.2% 0-000
Volume 3,070 510 -2,560 -83.4% 11,485
Daily Pivots for day following 20-Apr-2015
Classic Woodie Camarilla DeMark
R4 129-110 129-100 129-061
R3 129-090 129-080 129-056
R2 129-070 129-070 129-054
R1 129-060 129-060 129-052 129-055
PP 129-050 129-050 129-050 129-048
S1 129-040 129-040 129-048 129-035
S2 129-030 129-030 129-046
S3 129-010 129-020 129-044
S4 128-310 129-000 129-039
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 133-027 132-193 130-056
R3 131-237 131-083 129-258
R2 130-127 130-127 129-219
R1 129-293 129-293 129-179 130-050
PP 129-017 129-017 129-017 129-055
S1 128-183 128-183 129-101 128-260
S2 127-227 127-227 129-061
S3 126-117 127-073 129-022
S4 125-007 125-283 128-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-170 128-220 0-270 0.7% 0-100 0.2% 56% False False 2,285
10 129-170 128-060 1-110 1.0% 0-087 0.2% 72% False False 1,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-145
2.618 129-112
1.618 129-092
1.000 129-080
0.618 129-072
HIGH 129-060
0.618 129-052
0.500 129-050
0.382 129-048
LOW 129-040
0.618 129-028
1.000 129-020
1.618 129-008
2.618 128-308
4.250 128-275
Fisher Pivots for day following 20-Apr-2015
Pivot 1 day 3 day
R1 129-050 129-085
PP 129-050 129-073
S1 129-050 129-062

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

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