ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-Apr-2015
Day Change Summary
Previous Current
21-Apr-2015 22-Apr-2015 Change Change % Previous Week
Open 129-100 129-000 -0-100 -0.2% 128-170
High 129-100 129-010 -0-090 -0.2% 129-170
Low 128-310 128-120 -0-190 -0.5% 128-060
Close 128-310 128-150 -0-160 -0.4% 129-140
Range 0-110 0-210 0-100 90.9% 1-110
ATR 0-117 0-124 0-007 5.6% 0-000
Volume 792 889 97 12.2% 11,485
Daily Pivots for day following 22-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-190 130-060 128-266
R3 129-300 129-170 128-208
R2 129-090 129-090 128-188
R1 128-280 128-280 128-169 128-240
PP 128-200 128-200 128-200 128-180
S1 128-070 128-070 128-131 128-030
S2 127-310 127-310 128-112
S3 127-100 127-180 128-092
S4 126-210 126-290 128-034
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
5 129-170 128-120 1-050 0.9% 0-116 0.3% 8% False True 1,545
10 129-170 128-060 1-110 1.0% 0-112 0.3% 21% False False 1,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 131-262
2.618 130-240
1.618 130-030
1.000 129-220
0.618 129-140
HIGH 129-010
0.618 128-250
0.500 128-225
0.382 128-200
LOW 128-120
0.618 127-310
1.000 127-230
1.618 127-100
2.618 126-210
4.250 125-188
Fisher Pivots for day following 22-Apr-2015
Pivot 1 day 3 day
R1 128-225 128-270
PP 128-200 128-230
S1 128-175 128-190

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

View Archives - Comment on this page... - Back to Index of Symbols