ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 04-Jun-2015
Day Change Summary
Previous Current
03-Jun-2015 04-Jun-2015 Change Change % Previous Week
Open 126-105 125-165 -0-260 -0.6% 126-255
High 126-130 126-020 -0-110 -0.3% 127-230
Low 125-110 124-315 -0-115 -0.3% 126-210
Close 125-155 125-300 0-145 0.4% 127-220
Range 1-020 1-025 0-005 1.5% 1-020
ATR 0-220 0-229 0-009 4.0% 0-000
Volume 1,793,298 1,847,702 54,404 3.0% 6,513,758
Daily Pivots for day following 04-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-287 128-158 126-170
R3 127-262 127-133 126-075
R2 126-237 126-237 126-043
R1 126-108 126-108 126-012 126-172
PP 125-212 125-212 125-212 125-244
S1 125-083 125-083 125-268 125-148
S2 124-187 124-187 125-237
S3 123-162 124-058 125-205
S4 122-137 123-033 125-110
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
5 127-230 124-315 2-235 2.2% 0-269 0.7% 35% False True 1,533,393
10 127-230 124-315 2-235 2.2% 0-224 0.6% 35% False True 1,326,365
20 127-230 124-315 2-235 2.2% 0-254 0.6% 35% False True 676,916
40 129-170 124-315 4-175 3.6% 0-198 0.5% 21% False True 340,975
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 0-048
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 130-206
2.618 128-283
1.618 127-258
1.000 127-045
0.618 126-233
HIGH 126-020
0.618 125-208
0.500 125-168
0.382 125-127
LOW 124-315
0.618 124-102
1.000 123-290
1.618 123-077
2.618 122-052
4.250 120-129
Fisher Pivots for day following 04-Jun-2015
Pivot 1 day 3 day
R1 125-256 126-002
PP 125-212 125-315
S1 125-168 125-308

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

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