ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 125-105 124-295 -0-130 -0.3% 127-155
High 125-190 125-000 -0-190 -0.5% 127-215
Low 124-255 124-165 -0-090 -0.2% 124-220
Close 125-035 124-210 -0-145 -0.4% 125-035
Range 0-255 0-155 -0-100 -39.2% 2-315
ATR 0-236 0-233 -0-003 -1.4% 0-000
Volume 1,150,298 1,409,410 259,112 22.5% 7,929,980
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 126-057 125-288 124-295
R3 125-222 125-133 124-253
R2 125-067 125-067 124-238
R1 124-298 124-298 124-224 124-265
PP 124-232 124-232 124-232 124-215
S1 124-143 124-143 124-196 124-110
S2 124-077 124-077 124-182
S3 123-242 123-308 124-167
S4 123-087 123-153 124-125
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
5 126-020 124-165 1-175 1.2% 0-261 0.7% 9% False True 1,380,306
10 127-230 124-165 3-065 2.6% 0-240 0.6% 4% False True 1,440,301
20 127-230 124-165 3-065 2.6% 0-234 0.6% 4% False True 926,880
40 129-170 124-165 5-005 4.0% 0-210 0.5% 3% False True 467,271
Crabel Price Patterns
NR True
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-019
2.618 126-086
1.618 125-251
1.000 125-155
0.618 125-096
HIGH 125-000
0.618 124-261
0.500 124-242
0.382 124-224
LOW 124-165
0.618 124-069
1.000 124-010
1.618 123-234
2.618 123-079
4.250 122-146
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 124-242 125-018
PP 124-232 124-295
S1 124-221 124-252

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

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