ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 27-May-2015
Day Change Summary
Previous Current
26-May-2015 27-May-2015 Change Change % Previous Week
Open 126-255 127-085 0-150 0.4% 127-110
High 127-110 127-110 0-000 0.0% 127-130
Low 126-210 126-305 0-095 0.2% 126-020
Close 127-090 127-085 -0-005 0.0% 126-190
Range 0-220 0-125 -0-095 -43.2% 1-110
ATR 0-223 0-216 -0-007 -3.1% 0-000
Volume 1,415,116 2,076,585 661,469 46.7% 570,131
Daily Pivots for day following 27-May-2015
Classic Woodie Camarilla DeMark
R4 128-115 128-065 127-154
R3 127-310 127-260 127-119
R2 127-185 127-185 127-108
R1 127-135 127-135 127-096 127-148
PP 127-060 127-060 127-060 127-066
S1 127-010 127-010 127-074 127-022
S2 126-255 126-255 127-062
S3 126-130 126-205 127-051
S4 126-005 126-080 127-016
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
5 127-110 126-050 1-060 0.9% 0-195 0.5% 93% True False 799,246
10 127-150 126-020 1-130 1.1% 0-228 0.6% 86% False False 413,460
20 128-120 125-130 2-310 2.3% 0-244 0.6% 63% False False 212,901
40 129-190 125-130 4-060 3.3% 0-179 0.4% 44% False False 107,349
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 129-001
2.618 128-117
1.618 127-312
1.000 127-235
0.618 127-187
HIGH 127-110
0.618 127-062
0.500 127-048
0.382 127-033
LOW 126-305
0.618 126-228
1.000 126-180
1.618 126-103
2.618 125-298
4.250 125-094
Fisher Pivots for day following 27-May-2015
Pivot 1 day 3 day
R1 127-072 127-045
PP 127-060 127-005
S1 127-048 126-285

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

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