ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 03-Jun-2015
Day Change Summary
Previous Current
02-Jun-2015 03-Jun-2015 Change Change % Previous Week
Open 127-005 126-105 -0-220 -0.5% 126-255
High 127-010 126-130 -0-200 -0.5% 127-230
Low 126-070 125-110 -0-280 -0.7% 126-210
Close 126-100 125-155 -0-265 -0.7% 127-220
Range 0-260 1-020 0-080 30.8% 1-020
ATR 0-211 0-220 0-009 4.4% 0-000
Volume 1,513,183 1,793,298 280,115 18.5% 6,513,758
Daily Pivots for day following 03-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-298 128-087 126-022
R3 127-278 127-067 125-248
R2 126-258 126-258 125-217
R1 126-047 126-047 125-186 125-302
PP 125-238 125-238 125-238 125-206
S1 125-027 125-027 125-124 124-282
S2 124-218 124-218 125-093
S3 123-198 124-007 125-062
S4 122-178 122-307 124-288
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
5 127-230 125-110 2-120 1.9% 0-220 0.5% 6% False True 1,500,296
10 127-230 125-110 2-120 1.9% 0-208 0.5% 6% False True 1,149,771
20 127-230 125-110 2-120 1.9% 0-246 0.6% 6% False True 585,735
40 129-170 125-110 4-060 3.3% 0-190 0.5% 3% False True 294,783
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 130-295
2.618 129-060
1.618 128-040
1.000 127-150
0.618 127-020
HIGH 126-130
0.618 126-000
0.500 125-280
0.382 125-240
LOW 125-110
0.618 124-220
1.000 124-090
1.618 123-200
2.618 122-180
4.250 120-265
Fisher Pivots for day following 03-Jun-2015
Pivot 1 day 3 day
R1 125-280 126-162
PP 125-238 126-053
S1 125-197 125-264

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

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