ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-May-2015
Day Change Summary
Previous Current
19-May-2015 20-May-2015 Change Change % Previous Week
Open 126-210 126-060 -0-150 -0.4% 127-070
High 127-020 126-230 -0-110 -0.3% 127-150
Low 126-020 126-050 0-030 0.1% 125-130
Close 126-100 126-180 0-080 0.2% 127-120
Range 1-000 0-180 -0-140 -43.8% 2-020
ATR 0-225 0-221 -0-003 -1.4% 0-000
Volume 33,775 81,763 47,988 142.1% 97,564
Daily Pivots for day following 20-May-2015
Classic Woodie Camarilla DeMark
R4 128-053 127-297 126-279
R3 127-193 127-117 126-230
R2 127-013 127-013 126-213
R1 126-257 126-257 126-196 126-295
PP 126-153 126-153 126-153 126-172
S1 126-077 126-077 126-164 126-115
S2 125-293 125-293 126-147
S3 125-113 125-217 126-130
S4 124-253 125-037 126-081
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% 0-246 0.6% 36% False False 37,204
10 127-190 125-130 2-060 1.7% 0-284 0.7% 53% False False 27,466
20 129-050 125-130 3-240 3.0% 0-228 0.6% 31% False False 18,035
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 129-035
2.618 128-061
1.618 127-201
1.000 127-090
0.618 127-021
HIGH 126-230
0.618 126-161
0.500 126-140
0.382 126-119
LOW 126-050
0.618 125-259
1.000 125-190
1.618 125-079
2.618 124-219
4.250 123-245
Fisher Pivots for day following 20-May-2015
Pivot 1 day 3 day
R1 126-167 126-235
PP 126-153 126-217
S1 126-140 126-198

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

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