ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 12-May-2015
Day Change Summary
Previous Current
11-May-2015 12-May-2015 Change Change % Previous Week
Open 127-070 126-030 -1-040 -0.9% 127-060
High 127-110 126-150 -0-280 -0.7% 127-190
Low 126-020 125-130 -0-210 -0.5% 125-280
Close 126-060 126-090 0-030 0.1% 127-070
Range 1-090 1-020 -0-070 -17.1% 1-230
ATR 0-194 0-205 0-010 5.4% 0-000
Volume 10,484 14,312 3,828 36.5% 61,585
Daily Pivots for day following 12-May-2015
Classic Woodie Camarilla DeMark
R4 129-077 128-263 126-277
R3 128-057 127-243 126-184
R2 127-037 127-037 126-152
R1 126-223 126-223 126-121 126-290
PP 126-017 126-017 126-017 126-050
S1 125-203 125-203 126-059 125-270
S2 124-317 124-317 126-028
S3 123-297 124-183 125-316
S4 122-277 123-163 125-223
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
5 127-190 125-130 2-060 1.7% 0-308 0.8% 40% False True 15,726
10 128-120 125-130 2-310 2.4% 0-259 0.6% 29% False True 12,342
20 129-170 125-130 4-040 3.3% 0-186 0.5% 21% False True 7,661
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 0-053
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-315
2.618 129-080
1.618 128-060
1.000 127-170
0.618 127-040
HIGH 126-150
0.618 126-020
0.500 125-300
0.382 125-260
LOW 125-130
0.618 124-240
1.000 124-110
1.618 123-220
2.618 122-200
4.250 120-285
Fisher Pivots for day following 12-May-2015
Pivot 1 day 3 day
R1 126-053 126-160
PP 126-017 126-137
S1 125-300 126-113

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

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