ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 01-Jun-2015
Day Change Summary
Previous Current
29-May-2015 01-Jun-2015 Change Change % Previous Week
Open 127-105 127-155 0-050 0.1% 126-255
High 127-230 127-215 -0-015 0.0% 127-230
Low 127-090 126-275 -0-135 -0.3% 126-210
Close 127-220 126-290 -0-250 -0.6% 127-220
Range 0-140 0-260 0-120 85.7% 1-020
ATR 0-203 0-208 0-004 2.2% 0-000
Volume 1,339,840 1,172,943 -166,897 -12.5% 6,513,758
Daily Pivots for day following 01-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-187 129-018 127-113
R3 128-247 128-078 127-042
R2 127-307 127-307 127-018
R1 127-138 127-138 126-314 127-092
PP 127-047 127-047 127-047 127-024
S1 126-198 126-198 126-266 126-152
S2 126-107 126-107 126-242
S3 125-167 125-258 126-218
S4 124-227 124-318 126-147
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
5 127-230 126-210 1-020 0.8% 0-169 0.4% 24% False False 1,537,340
10 127-230 126-020 1-210 1.3% 0-206 0.5% 51% False False 825,683
20 127-230 125-130 2-100 1.8% 0-235 0.6% 65% False False 420,799
40 129-170 125-130 4-040 3.3% 0-181 0.4% 36% False False 212,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-040
2.618 129-256
1.618 128-316
1.000 128-155
0.618 128-056
HIGH 127-215
0.618 127-116
0.500 127-085
0.382 127-054
LOW 126-275
0.618 126-114
1.000 126-015
1.618 125-174
2.618 124-234
4.250 123-130
Fisher Pivots for day following 01-Jun-2015
Pivot 1 day 3 day
R1 127-085 127-092
PP 127-047 127-052
S1 127-008 127-011

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

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