ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 29-May-2015
Day Change Summary
Previous Current
28-May-2015 29-May-2015 Change Change % Previous Week
Open 127-085 127-105 0-020 0.0% 126-255
High 127-155 127-230 0-075 0.2% 127-230
Low 127-055 127-090 0-035 0.1% 126-210
Close 127-125 127-220 0-095 0.2% 127-220
Range 0-100 0-140 0-040 40.0% 1-020
ATR 0-208 0-203 -0-005 -2.3% 0-000
Volume 1,682,217 1,339,840 -342,377 -20.4% 6,513,758
Daily Pivots for day following 29-May-2015
Classic Woodie Camarilla DeMark
R4 128-280 128-230 127-297
R3 128-140 128-090 127-258
R2 128-000 128-000 127-246
R1 127-270 127-270 127-233 127-295
PP 127-180 127-180 127-180 127-192
S1 127-130 127-130 127-207 127-155
S2 127-040 127-040 127-194
S3 126-220 126-310 127-182
S4 126-080 126-170 127-143
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 130-173 130-057 128-087
R3 129-153 129-037 127-314
R2 128-133 128-133 127-282
R1 128-017 128-017 127-251 128-075
PP 127-113 127-113 127-113 127-142
S1 126-317 126-317 127-189 127-055
S2 126-093 126-093 127-158
S3 125-073 125-297 127-126
S4 124-053 124-277 127-033
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-230 126-140 1-090 1.0% 0-169 0.4% 98% True False 1,369,127
10 127-230 126-020 1-210 1.3% 0-206 0.5% 98% True False 710,022
20 127-260 125-130 2-130 1.9% 0-232 0.6% 95% False False 362,914
40 129-190 125-130 4-060 3.3% 0-181 0.4% 54% False False 182,897
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-185
2.618 128-277
1.618 128-137
1.000 128-050
0.618 127-317
HIGH 127-230
0.618 127-177
0.500 127-160
0.382 127-143
LOW 127-090
0.618 127-003
1.000 126-270
1.618 126-183
2.618 126-043
4.250 125-135
Fisher Pivots for day following 29-May-2015
Pivot 1 day 3 day
R1 127-200 127-182
PP 127-180 127-145
S1 127-160 127-108

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

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