ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-May-2015
Day Change Summary
Previous Current
21-May-2015 22-May-2015 Change Change % Previous Week
Open 126-180 127-010 0-150 0.4% 127-110
High 127-020 127-080 0-060 0.1% 127-130
Low 126-150 126-140 -0-010 0.0% 126-020
Close 127-010 126-190 -0-140 -0.3% 126-190
Range 0-190 0-260 0-070 36.8% 1-110
ATR 0-219 0-222 0-003 1.3% 0-000
Volume 90,890 331,880 240,990 265.1% 570,131
Daily Pivots for day following 22-May-2015
Classic Woodie Camarilla DeMark
R4 129-063 128-227 127-013
R3 128-123 127-287 126-262
R2 127-183 127-183 126-238
R1 127-027 127-027 126-214 126-295
PP 126-243 126-243 126-243 126-218
S1 126-087 126-087 126-166 126-035
S2 125-303 125-303 126-142
S3 125-043 125-147 126-118
S4 124-103 124-207 126-047
Weekly Pivots for week ending 22-May-2015
Classic Woodie Camarilla DeMark
R4 130-230 130-000 127-106
R3 129-120 128-210 126-308
R2 128-010 128-010 126-269
R1 127-100 127-100 126-229 127-000
PP 126-220 126-220 126-220 126-170
S1 125-310 125-310 126-151 125-210
S2 125-110 125-110 126-111
S3 124-000 124-200 126-072
S4 122-210 123-090 125-274
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-130 126-020 1-110 1.1% 0-244 0.6% 40% False False 114,026
10 127-150 125-130 2-020 1.6% 0-269 0.7% 58% False False 66,769
20 129-050 125-130 3-240 3.0% 0-241 0.6% 32% False False 38,764
40 129-190 125-130 4-060 3.3% 0-170 0.4% 28% False False 20,058
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-225
2.618 129-121
1.618 128-181
1.000 128-020
0.618 127-241
HIGH 127-080
0.618 126-301
0.500 126-270
0.382 126-239
LOW 126-140
0.618 125-299
1.000 125-200
1.618 125-039
2.618 124-099
4.250 122-315
Fisher Pivots for day following 22-May-2015
Pivot 1 day 3 day
R1 126-270 126-225
PP 126-243 126-213
S1 126-217 126-202

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

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