ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 13-May-2015
Day Change Summary
Previous Current
12-May-2015 13-May-2015 Change Change % Previous Week
Open 126-030 126-110 0-080 0.2% 127-060
High 126-150 126-300 0-150 0.4% 127-190
Low 125-130 126-040 0-230 0.6% 125-280
Close 126-090 126-070 -0-020 0.0% 127-070
Range 1-020 0-260 -0-080 -23.5% 1-230
ATR 0-205 0-209 0-004 1.9% 0-000
Volume 14,312 34,107 19,795 138.3% 61,585
Daily Pivots for day following 13-May-2015
Classic Woodie Camarilla DeMark
R4 128-277 128-113 126-213
R3 128-017 127-173 126-142
R2 127-077 127-077 126-118
R1 126-233 126-233 126-094 126-185
PP 126-137 126-137 126-137 126-112
S1 125-293 125-293 126-046 125-245
S2 125-197 125-197 126-022
S3 124-257 125-033 125-318
S4 123-317 124-093 125-247
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% 1-002 0.8% 37% False False 17,729
10 128-060 125-130 2-250 2.2% 0-266 0.7% 29% False False 15,358
20 129-170 125-130 4-040 3.3% 0-196 0.5% 20% False False 9,120
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-058
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 130-125
2.618 129-021
1.618 128-081
1.000 127-240
0.618 127-141
HIGH 126-300
0.618 126-201
0.500 126-170
0.382 126-139
LOW 126-040
0.618 125-199
1.000 125-100
1.618 124-259
2.618 123-319
4.250 122-215
Fisher Pivots for day following 13-May-2015
Pivot 1 day 3 day
R1 126-170 126-120
PP 126-137 126-103
S1 126-103 126-087

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

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