ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 08-May-2015
Day Change Summary
Previous Current
07-May-2015 08-May-2015 Change Change % Previous Week
Open 126-080 126-250 0-170 0.4% 127-060
High 126-270 127-190 0-240 0.6% 127-190
Low 125-280 126-220 0-260 0.6% 125-280
Close 126-230 127-070 0-160 0.4% 127-070
Range 0-310 0-290 -0-020 -6.5% 1-230
ATR 0-169 0-178 0-009 5.1% 0-000
Volume 9,821 19,921 10,100 102.8% 61,585
Daily Pivots for day following 08-May-2015
Classic Woodie Camarilla DeMark
R4 129-283 129-147 127-230
R3 128-313 128-177 127-150
R2 128-023 128-023 127-123
R1 127-207 127-207 127-097 127-275
PP 127-053 127-053 127-053 127-088
S1 126-237 126-237 127-043 126-305
S2 126-083 126-083 127-017
S3 125-113 125-267 126-310
S4 124-143 124-297 126-230
Weekly Pivots for week ending 08-May-2015
Classic Woodie Camarilla DeMark
R4 132-017 131-113 128-052
R3 130-107 129-203 127-221
R2 128-197 128-197 127-171
R1 127-293 127-293 127-120 128-085
PP 126-287 126-287 126-287 127-022
S1 126-063 126-063 127-020 126-175
S2 125-057 125-057 126-289
S3 123-147 124-153 126-239
S4 121-237 122-243 126-088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-190 125-280 1-230 1.4% 0-232 0.6% 78% True False 12,317
10 129-050 125-280 3-090 2.6% 0-213 0.5% 41% False False 10,758
20 129-170 125-280 3-210 2.9% 0-164 0.4% 37% False False 6,472
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-142
2.618 129-309
1.618 129-019
1.000 128-160
0.618 128-049
HIGH 127-190
0.618 127-079
0.500 127-045
0.382 127-011
LOW 126-220
0.618 126-041
1.000 125-250
1.618 125-071
2.618 124-101
4.250 122-268
Fisher Pivots for day following 08-May-2015
Pivot 1 day 3 day
R1 127-062 127-018
PP 127-053 126-287
S1 127-045 126-235

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

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