ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 28-May-2015
Day Change Summary
Previous Current
27-May-2015 28-May-2015 Change Change % Previous Week
Open 127-085 127-085 0-000 0.0% 127-110
High 127-110 127-155 0-045 0.1% 127-130
Low 126-305 127-055 0-070 0.2% 126-020
Close 127-085 127-125 0-040 0.1% 126-190
Range 0-125 0-100 -0-025 -20.0% 1-110
ATR 0-216 0-208 -0-008 -3.8% 0-000
Volume 2,076,585 1,682,217 -394,368 -19.0% 570,131
Daily Pivots for day following 28-May-2015
Classic Woodie Camarilla DeMark
R4 128-092 128-048 127-180
R3 127-312 127-268 127-152
R2 127-212 127-212 127-143
R1 127-168 127-168 127-134 127-190
PP 127-112 127-112 127-112 127-122
S1 127-068 127-068 127-116 127-090
S2 127-012 127-012 127-107
S3 126-232 126-288 127-098
S4 126-132 126-188 127-070
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
5 127-155 126-140 1-015 0.8% 0-179 0.4% 91% True False 1,119,337
10 127-155 126-020 1-135 1.1% 0-212 0.5% 93% True False 578,271
20 128-060 125-130 2-250 2.2% 0-239 0.6% 71% False False 296,814
40 129-190 125-130 4-060 3.3% 0-181 0.4% 47% False False 149,404
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 0-039
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 128-260
2.618 128-097
1.618 127-317
1.000 127-255
0.618 127-217
HIGH 127-155
0.618 127-117
0.500 127-105
0.382 127-093
LOW 127-055
0.618 126-313
1.000 126-275
1.618 126-213
2.618 126-113
4.250 125-270
Fisher Pivots for day following 28-May-2015
Pivot 1 day 3 day
R1 127-118 127-091
PP 127-112 127-057
S1 127-105 127-022

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

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