ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 14-May-2015
Day Change Summary
Previous Current
13-May-2015 14-May-2015 Change Change % Previous Week
Open 126-110 126-050 -0-060 -0.1% 127-060
High 126-300 126-230 -0-070 -0.2% 127-190
Low 126-040 126-020 -0-020 0.0% 125-280
Close 126-070 126-200 0-130 0.3% 127-070
Range 0-260 0-210 -0-050 -19.2% 1-230
ATR 0-209 0-209 0-000 0.0% 0-000
Volume 34,107 22,330 -11,777 -34.5% 61,585
Daily Pivots for day following 14-May-2015
Classic Woodie Camarilla DeMark
R4 128-140 128-060 126-316
R3 127-250 127-170 126-258
R2 127-040 127-040 126-238
R1 126-280 126-280 126-219 127-000
PP 126-150 126-150 126-150 126-170
S1 126-070 126-070 126-181 126-110
S2 125-260 125-260 126-162
S3 125-050 125-180 126-142
S4 124-160 124-290 126-084
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% 0-302 0.7% 56% False False 20,230
10 127-260 125-130 2-130 1.9% 0-258 0.6% 51% False False 15,807
20 129-170 125-130 4-040 3.3% 0-202 0.5% 30% False False 10,113
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 0-060
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 129-162
2.618 128-140
1.618 127-250
1.000 127-120
0.618 127-040
HIGH 126-230
0.618 126-150
0.500 126-125
0.382 126-100
LOW 126-020
0.618 125-210
1.000 125-130
1.618 125-000
2.618 124-110
4.250 123-088
Fisher Pivots for day following 14-May-2015
Pivot 1 day 3 day
R1 126-175 126-152
PP 126-150 126-103
S1 126-125 126-055

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

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