ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 124-295 124-220 -0-075 -0.2% 127-155
High 125-000 125-125 0-125 0.3% 127-215
Low 124-165 124-145 -0-020 -0.1% 124-220
Close 124-210 125-115 0-225 0.6% 125-035
Range 0-155 0-300 0-145 93.5% 2-315
ATR 0-233 0-238 0-005 2.0% 0-000
Volume 1,409,410 1,494,972 85,562 6.1% 7,929,980
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-282 127-178 125-280
R3 126-302 126-198 125-198
R2 126-002 126-002 125-170
R1 125-218 125-218 125-142 125-270
PP 125-022 125-022 125-022 125-048
S1 124-238 124-238 125-088 124-290
S2 124-042 124-042 125-060
S3 123-062 123-258 125-032
S4 122-082 122-278 124-270
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
5 125-300 124-145 1-155 1.2% 0-252 0.6% 61% False True 1,309,760
10 127-230 124-145 3-085 2.6% 0-260 0.6% 28% False True 1,421,576
20 127-230 124-145 3-085 2.6% 0-236 0.6% 28% False True 999,923
40 129-170 124-145 5-025 4.1% 0-216 0.5% 18% False True 504,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-120
2.618 127-270
1.618 126-290
1.000 126-105
0.618 125-310
HIGH 125-125
0.618 125-010
0.500 124-295
0.382 124-260
LOW 124-145
0.618 123-280
1.000 123-165
1.618 122-300
2.618 122-000
4.250 120-150
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 125-068 125-079
PP 125-022 125-043
S1 124-295 125-008

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

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