ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 21-May-2015
Day Change Summary
Previous Current
20-May-2015 21-May-2015 Change Change % Previous Week
Open 126-060 126-180 0-120 0.3% 127-070
High 126-230 127-020 0-110 0.3% 127-150
Low 126-050 126-150 0-100 0.2% 125-130
Close 126-180 127-010 0-150 0.4% 127-120
Range 0-180 0-190 0-010 5.6% 2-020
ATR 0-221 0-219 -0-002 -1.0% 0-000
Volume 81,763 90,890 9,127 11.2% 97,564
Daily Pivots for day following 21-May-2015
Classic Woodie Camarilla DeMark
R4 128-203 128-137 127-114
R3 128-013 127-267 127-062
R2 127-143 127-143 127-045
R1 127-077 127-077 127-027 127-110
PP 126-273 126-273 126-273 126-290
S1 126-207 126-207 126-313 126-240
S2 126-083 126-083 126-295
S3 125-213 126-017 126-278
S4 125-023 125-147 126-226
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% 0-242 0.6% 69% False False 50,916
10 127-190 125-130 2-060 1.7% 0-272 0.7% 74% False False 35,573
20 129-050 125-130 3-240 3.0% 0-233 0.6% 43% False False 22,451
40 129-190 125-130 4-060 3.3% 0-167 0.4% 39% False False 11,767
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-188
2.618 128-197
1.618 128-007
1.000 127-210
0.618 127-137
HIGH 127-020
0.618 126-267
0.500 126-245
0.382 126-223
LOW 126-150
0.618 126-033
1.000 125-280
1.618 125-163
2.618 124-293
4.250 123-302
Fisher Pivots for day following 21-May-2015
Pivot 1 day 3 day
R1 126-302 126-280
PP 126-273 126-230
S1 126-245 126-180

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

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