ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 04-May-2015
Day Change Summary
Previous Current
01-May-2015 04-May-2015 Change Change % Previous Week
Open 127-260 127-060 -0-200 -0.5% 129-020
High 127-260 127-160 -0-100 -0.2% 129-050
Low 127-060 127-020 -0-040 -0.1% 127-060
Close 127-070 127-060 -0-010 0.0% 127-070
Range 0-200 0-140 -0-060 -30.0% 1-310
ATR 0-151 0-150 -0-001 -0.5% 0-000
Volume 15,253 4,103 -11,150 -73.1% 46,001
Daily Pivots for day following 04-May-2015
Classic Woodie Camarilla DeMark
R4 128-180 128-100 127-137
R3 128-040 127-280 127-098
R2 127-220 127-220 127-086
R1 127-140 127-140 127-073 127-130
PP 127-080 127-080 127-080 127-075
S1 127-000 127-000 127-047 126-310
S2 126-260 126-260 127-034
S3 126-120 126-180 127-022
S4 125-300 126-040 126-303
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 133-243 132-147 128-096
R3 131-253 130-157 127-243
R2 129-263 129-263 127-186
R1 128-167 128-167 127-128 128-060
PP 127-273 127-273 127-273 127-220
S1 126-177 126-177 127-012 126-070
S2 125-283 125-283 126-274
S3 123-293 124-187 126-217
S4 121-303 122-197 126-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-280 127-020 1-260 1.4% 0-196 0.5% 7% False True 9,127
10 129-100 127-020 2-080 1.8% 0-163 0.4% 6% False True 5,997
20 129-170 127-020 2-150 1.9% 0-125 0.3% 5% False True 3,785
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Stretch 0-014
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-115
2.618 128-207
1.618 128-067
1.000 127-300
0.618 127-247
HIGH 127-160
0.618 127-107
0.500 127-090
0.382 127-073
LOW 127-020
0.618 126-253
1.000 126-200
1.618 126-113
2.618 125-293
4.250 125-065
Fisher Pivots for day following 04-May-2015
Pivot 1 day 3 day
R1 127-090 127-200
PP 127-080 127-153
S1 127-070 127-107

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

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