ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 125-020 125-105 0-085 0.2% 127-155
High 125-145 125-190 0-045 0.1% 127-215
Low 124-315 124-255 -0-060 -0.2% 124-220
Close 125-110 125-035 -0-075 -0.2% 125-035
Range 0-150 0-255 0-105 70.0% 2-315
ATR 0-235 0-236 0-001 0.6% 0-000
Volume 891,268 1,150,298 259,030 29.1% 7,929,980
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-178 127-042 125-175
R3 126-243 126-107 125-105
R2 125-308 125-308 125-082
R1 125-172 125-172 125-058 125-112
PP 125-053 125-053 125-053 125-024
S1 124-237 124-237 125-012 124-178
S2 124-118 124-118 124-308
S3 123-183 123-302 124-285
S4 122-248 123-047 124-215
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
5 126-130 124-220 1-230 1.4% 0-298 0.7% 25% False False 1,457,084
10 127-230 124-220 3-010 2.4% 0-238 0.6% 14% False False 1,507,018
20 127-230 124-220 3-010 2.4% 0-244 0.6% 14% False False 857,125
40 129-170 124-220 4-270 3.9% 0-211 0.5% 9% False False 432,047
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-314
2.618 127-218
1.618 126-283
1.000 126-125
0.618 126-028
HIGH 125-190
0.618 125-093
0.500 125-062
0.382 125-032
LOW 124-255
0.618 124-097
1.000 124-000
1.618 123-162
2.618 122-227
4.250 121-131
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 125-062 125-100
PP 125-053 125-078
S1 125-044 125-057

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

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