ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 28-Apr-2015
Day Change Summary
Previous Current
27-Apr-2015 28-Apr-2015 Change Change % Previous Week
Open 129-020 128-280 -0-060 -0.1% 129-060
High 129-050 128-280 -0-090 -0.2% 129-100
Low 128-240 128-120 -0-120 -0.3% 128-120
Close 128-300 128-180 -0-120 -0.3% 129-000
Range 0-130 0-160 0-030 23.1% 0-300
ATR 0-121 0-125 0-004 3.5% 0-000
Volume 4,466 4,495 29 0.6% 10,384
Daily Pivots for day following 28-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-033 129-267 128-268
R3 129-193 129-107 128-224
R2 129-033 129-033 128-209
R1 128-267 128-267 128-195 128-230
PP 128-193 128-193 128-193 128-175
S1 128-107 128-107 128-165 128-070
S2 128-033 128-033 128-151
S3 127-193 127-267 128-136
S4 127-033 127-107 128-092
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
5 129-050 128-120 0-250 0.6% 0-140 0.3% 24% False True 3,608
10 129-170 128-120 1-050 0.9% 0-112 0.3% 16% False True 2,981
20 129-190 128-060 1-130 1.1% 0-114 0.3% 27% False False 1,798
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 131-000
2.618 130-059
1.618 129-219
1.000 129-120
0.618 129-059
HIGH 128-280
0.618 128-219
0.500 128-200
0.382 128-181
LOW 128-120
0.618 128-021
1.000 127-280
1.618 127-181
2.618 127-021
4.250 126-080
Fisher Pivots for day following 28-Apr-2015
Pivot 1 day 3 day
R1 128-200 128-245
PP 128-193 128-223
S1 128-187 128-202

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

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