ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 06-May-2015
Day Change Summary
Previous Current
05-May-2015 06-May-2015 Change Change % Previous Week
Open 127-010 126-220 -0-110 -0.3% 129-020
High 127-110 126-270 -0-160 -0.4% 129-050
Low 126-200 126-080 -0-120 -0.3% 127-060
Close 126-260 126-130 -0-130 -0.3% 127-070
Range 0-230 0-190 -0-040 -17.4% 1-310
ATR 0-156 0-158 0-002 1.6% 0-000
Volume 3,647 24,093 20,446 560.6% 46,001
Daily Pivots for day following 06-May-2015
Classic Woodie Camarilla DeMark
R4 128-090 127-300 126-234
R3 127-220 127-110 126-182
R2 127-030 127-030 126-165
R1 126-240 126-240 126-147 126-200
PP 126-160 126-160 126-160 126-140
S1 126-050 126-050 126-113 126-010
S2 125-290 125-290 126-095
S3 125-100 125-180 126-078
S4 124-230 124-310 126-026
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
5 128-060 126-080 1-300 1.5% 0-210 0.5% 8% False True 12,988
10 129-050 126-080 2-290 2.3% 0-173 0.4% 5% False True 8,603
20 129-170 126-080 3-090 2.6% 0-142 0.4% 5% False True 5,034
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-118
2.618 128-127
1.618 127-257
1.000 127-140
0.618 127-067
HIGH 126-270
0.618 126-197
0.500 126-175
0.382 126-153
LOW 126-080
0.618 125-283
1.000 125-210
1.618 125-093
2.618 124-223
4.250 123-232
Fisher Pivots for day following 06-May-2015
Pivot 1 day 3 day
R1 126-175 126-280
PP 126-160 126-230
S1 126-145 126-180

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

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