ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 127-110 126-210 -0-220 -0.5% 127-070
High 127-130 127-020 -0-110 -0.3% 127-150
Low 126-180 126-020 -0-160 -0.4% 125-130
Close 126-220 126-100 -0-120 -0.3% 127-120
Range 0-270 1-000 0-050 18.5% 2-020
ATR 0-217 0-225 0-007 3.4% 0-000
Volume 31,823 33,775 1,952 6.1% 97,564
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 129-153 128-287 126-276
R3 128-153 127-287 126-188
R2 127-153 127-153 126-159
R1 126-287 126-287 126-129 126-220
PP 126-153 126-153 126-153 126-120
S1 125-287 125-287 126-071 125-220
S2 125-153 125-153 126-041
S3 124-153 124-287 126-012
S4 123-153 123-287 125-244
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 132-300 132-070 128-163
R3 130-280 130-050 127-302
R2 128-260 128-260 127-241
R1 128-030 128-030 127-180 128-145
PP 126-240 126-240 126-240 126-298
S1 126-010 126-010 127-060 126-125
S2 124-220 124-220 126-319
S3 122-200 123-310 126-258
S4 120-180 121-290 126-077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-150 126-020 1-130 1.1% 0-262 0.6% 18% False True 27,673
10 127-190 125-130 2-060 1.7% 0-285 0.7% 41% False False 21,699
20 129-050 125-130 3-240 3.0% 0-230 0.6% 24% False False 13,991
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-100
2.618 129-218
1.618 128-218
1.000 128-020
0.618 127-218
HIGH 127-020
0.618 126-218
0.500 126-180
0.382 126-142
LOW 126-020
0.618 125-142
1.000 125-020
1.618 124-142
2.618 123-142
4.250 121-260
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 126-180 126-245
PP 126-153 126-197
S1 126-127 126-148

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

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