ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 125-165 125-295 0-130 0.3% 127-155
High 126-020 125-300 -0-040 -0.1% 127-215
Low 124-315 124-220 -0-095 -0.2% 124-220
Close 125-300 125-035 -0-265 -0.7% 125-035
Range 1-025 1-080 0-055 15.9% 2-315
ATR 0-229 0-242 0-012 5.3% 0-000
Volume 1,847,702 1,602,854 -244,848 -13.3% 7,929,980
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-318 128-097 125-255
R3 127-238 127-017 125-145
R2 126-158 126-158 125-108
R1 125-257 125-257 125-072 125-168
PP 125-078 125-078 125-078 125-034
S1 124-177 124-177 124-318 124-088
S2 123-318 123-318 124-282
S3 122-238 123-097 124-245
S4 121-158 122-017 124-135
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 134-248 132-297 126-240
R3 131-253 129-302 125-298
R2 128-258 128-258 125-210
R1 126-307 126-307 125-123 126-125
PP 125-263 125-263 125-263 125-172
S1 123-312 123-312 124-267 123-130
S2 122-268 122-268 124-180
S3 119-273 120-317 124-092
S4 116-278 118-002 123-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-215 124-220 2-315 2.4% 1-001 0.8% 14% False True 1,585,996
10 127-230 124-220 3-010 2.4% 0-245 0.6% 14% False True 1,477,561
20 127-230 124-220 3-010 2.4% 0-258 0.6% 14% False True 756,567
40 129-170 124-220 4-270 3.9% 0-204 0.5% 9% False True 381,032
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 0-045
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-080
2.618 129-067
1.618 127-307
1.000 127-060
0.618 126-227
HIGH 125-300
0.618 125-147
0.500 125-100
0.382 125-053
LOW 124-220
0.618 123-293
1.000 123-140
1.618 122-213
2.618 121-133
4.250 119-120
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 125-100 125-175
PP 125-078 125-128
S1 125-057 125-082

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

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