ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 11-May-2015
Day Change Summary
Previous Current
08-May-2015 11-May-2015 Change Change % Previous Week
Open 126-250 127-070 0-140 0.3% 127-060
High 127-190 127-110 -0-080 -0.2% 127-190
Low 126-220 126-020 -0-200 -0.5% 125-280
Close 127-070 126-060 -1-010 -0.8% 127-070
Range 0-290 1-090 0-120 41.4% 1-230
ATR 0-178 0-194 0-017 9.3% 0-000
Volume 19,921 10,484 -9,437 -47.4% 61,585
Daily Pivots for day following 11-May-2015
Classic Woodie Camarilla DeMark
R4 130-120 129-180 126-286
R3 129-030 128-090 126-173
R2 127-260 127-260 126-135
R1 127-000 127-000 126-098 126-245
PP 126-170 126-170 126-170 126-132
S1 125-230 125-230 126-022 125-155
S2 125-080 125-080 125-305
S3 123-310 124-140 125-267
S4 122-220 123-050 125-154
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% 0-286 0.7% 18% False False 13,593
10 128-280 125-280 3-000 2.4% 0-241 0.6% 10% False False 11,360
20 129-170 125-280 3-210 2.9% 0-178 0.4% 9% False False 6,968
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 0-041
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 132-252
2.618 130-223
1.618 129-133
1.000 128-200
0.618 128-043
HIGH 127-110
0.618 126-273
0.500 126-225
0.382 126-177
LOW 126-020
0.618 125-087
1.000 124-250
1.618 123-317
2.618 122-227
4.250 120-198
Fisher Pivots for day following 11-May-2015
Pivot 1 day 3 day
R1 126-225 126-235
PP 126-170 126-177
S1 126-115 126-118

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

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