ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 126-220 126-080 -0-140 -0.3% 129-020
High 126-270 126-270 0-000 0.0% 129-050
Low 126-080 125-280 -0-120 -0.3% 127-060
Close 126-130 126-230 0-100 0.2% 127-070
Range 0-190 0-310 0-120 63.2% 1-310
ATR 0-158 0-169 0-011 6.9% 0-000
Volume 24,093 9,821 -14,272 -59.2% 46,001
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 129-123 129-007 127-080
R3 128-133 128-017 126-315
R2 127-143 127-143 126-287
R1 127-027 127-027 126-258 127-085
PP 126-153 126-153 126-153 126-182
S1 126-037 126-037 126-202 126-095
S2 125-163 125-163 126-173
S3 124-173 125-047 126-145
S4 123-183 124-057 126-060
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
5 127-260 125-280 1-300 1.5% 0-214 0.5% 44% False True 11,383
10 129-050 125-280 3-090 2.6% 0-194 0.5% 26% False True 9,329
20 129-170 125-280 3-210 2.9% 0-150 0.4% 23% False True 5,497
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 0-037
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 130-308
2.618 129-122
1.618 128-132
1.000 127-260
0.618 127-142
HIGH 126-270
0.618 126-152
0.500 126-115
0.382 126-078
LOW 125-280
0.618 125-088
1.000 124-290
1.618 124-098
2.618 123-108
4.250 121-242
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 126-192 126-218
PP 126-153 126-207
S1 126-115 126-195

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

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