ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 27-Apr-2015
Day Change Summary
Previous Current
24-Apr-2015 27-Apr-2015 Change Change % Previous Week
Open 128-240 129-020 0-100 0.2% 129-060
High 129-020 129-050 0-030 0.1% 129-100
Low 128-240 128-240 0-000 0.0% 128-120
Close 129-000 128-300 -0-020 0.0% 129-000
Range 0-100 0-130 0-030 30.0% 0-300
ATR 0-121 0-121 0-001 0.6% 0-000
Volume 5,634 4,466 -1,168 -20.7% 10,384
Daily Pivots for day following 27-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-053 129-307 129-052
R3 129-243 129-177 129-016
R2 129-113 129-113 129-004
R1 129-047 129-047 128-312 129-015
PP 128-303 128-303 128-303 128-288
S1 128-237 128-237 128-288 128-205
S2 128-173 128-173 128-276
S3 128-043 128-107 128-264
S4 127-233 127-297 128-228
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 131-227 131-093 129-165
R3 130-247 130-113 129-082
R2 129-267 129-267 129-055
R1 129-133 129-133 129-028 129-050
PP 128-287 128-287 128-287 128-245
S1 128-153 128-153 128-292 128-070
S2 127-307 127-307 128-265
S3 127-007 127-173 128-238
S4 126-027 126-193 128-155
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-100 128-120 0-300 0.7% 0-130 0.3% 60% False False 2,868
10 129-170 128-120 1-050 0.9% 0-115 0.3% 49% False False 2,576
20 129-190 128-060 1-130 1.1% 0-106 0.3% 53% False False 1,574
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-282
2.618 130-070
1.618 129-260
1.000 129-180
0.618 129-130
HIGH 129-050
0.618 129-000
0.500 128-305
0.382 128-290
LOW 128-240
0.618 128-160
1.000 128-110
1.618 128-030
2.618 127-220
4.250 127-008
Fisher Pivots for day following 27-Apr-2015
Pivot 1 day 3 day
R1 128-305 128-285
PP 128-303 128-270
S1 128-302 128-255

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

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