ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 127-155 127-005 -0-150 -0.4% 126-255
High 127-215 127-010 -0-205 -0.5% 127-230
Low 126-275 126-070 -0-205 -0.5% 126-210
Close 126-290 126-100 -0-190 -0.5% 127-220
Range 0-260 0-260 0-000 0.0% 1-020
ATR 0-208 0-211 0-004 1.8% 0-000
Volume 1,172,943 1,513,183 340,240 29.0% 6,513,758
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-307 128-143 126-243
R3 128-047 127-203 126-172
R2 127-107 127-107 126-148
R1 126-263 126-263 126-124 126-215
PP 126-167 126-167 126-167 126-142
S1 126-003 126-003 126-076 125-275
S2 125-227 125-227 126-052
S3 124-287 125-063 126-028
S4 124-027 124-123 125-277
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
5 127-230 126-070 1-160 1.2% 0-177 0.4% 6% False True 1,556,953
10 127-230 126-020 1-210 1.3% 0-206 0.5% 15% False False 973,819
20 127-230 125-130 2-100 1.8% 0-241 0.6% 39% False False 496,253
40 129-170 125-130 4-040 3.3% 0-183 0.5% 22% False False 250,019
Crabel Price Patterns
NR False
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 0-042
Fibonacci Retracements and Extensions
4.250 130-155
2.618 129-051
1.618 128-111
1.000 127-270
0.618 127-171
HIGH 127-010
0.618 126-231
0.500 126-200
0.382 126-169
LOW 126-070
0.618 125-229
1.000 125-130
1.618 124-289
2.618 124-029
4.250 122-245
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 126-200 126-310
PP 126-167 126-240
S1 126-133 126-170

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

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