ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 26-May-2015
Day Change Summary
Previous Current
22-May-2015 26-May-2015 Change Change % Previous Week
Open 127-010 126-255 -0-075 -0.2% 127-110
High 127-080 127-110 0-030 0.1% 127-130
Low 126-140 126-210 0-070 0.2% 126-020
Close 126-190 127-090 0-220 0.5% 126-190
Range 0-260 0-220 -0-040 -15.4% 1-110
ATR 0-222 0-223 0-001 0.6% 0-000
Volume 331,880 1,415,116 1,083,236 326.4% 570,131
Daily Pivots for day following 26-May-2015
Classic Woodie Camarilla DeMark
R4 129-050 128-290 127-211
R3 128-150 128-070 127-150
R2 127-250 127-250 127-130
R1 127-170 127-170 127-110 127-210
PP 127-030 127-030 127-030 127-050
S1 126-270 126-270 127-070 126-310
S2 126-130 126-130 127-050
S3 125-230 126-050 127-030
S4 125-010 125-150 126-289
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
5 127-110 126-020 1-090 1.0% 0-234 0.6% 95% True False 390,684
10 127-150 125-130 2-020 1.6% 0-250 0.6% 91% False False 207,232
20 128-280 125-130 3-150 2.7% 0-246 0.6% 54% False False 109,296
40 129-190 125-130 4-060 3.3% 0-176 0.4% 45% False False 55,435
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-085
2.618 129-046
1.618 128-146
1.000 128-010
0.618 127-246
HIGH 127-110
0.618 127-026
0.500 127-000
0.382 126-294
LOW 126-210
0.618 126-074
1.000 125-310
1.618 125-174
2.618 124-274
4.250 123-235
Fisher Pivots for day following 26-May-2015
Pivot 1 day 3 day
R1 127-060 127-048
PP 127-030 127-007
S1 127-000 126-285

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

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