ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 124-220 125-110 0-210 0.5% 125-020
High 125-125 125-230 0-105 0.3% 125-230
Low 124-145 125-035 0-210 0.5% 124-145
Close 125-115 125-100 -0-015 0.0% 125-100
Range 0-300 0-195 -0-105 -35.0% 1-085
ATR 0-238 0-235 -0-003 -1.3% 0-000
Volume 1,494,972 1,308,870 -186,102 -12.4% 6,254,818
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-067 126-278 125-207
R3 126-192 126-083 125-154
R2 125-317 125-317 125-136
R1 125-208 125-208 125-118 125-165
PP 125-122 125-122 125-122 125-100
S1 125-013 125-013 125-082 124-290
S2 124-247 124-247 125-064
S3 124-052 124-138 125-046
S4 123-177 123-263 124-313
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-307 128-128 126-003
R3 127-222 127-043 125-211
R2 126-137 126-137 125-174
R1 125-278 125-278 125-137 126-048
PP 125-052 125-052 125-052 125-096
S1 124-193 124-193 125-063 124-282
S2 123-287 123-287 125-026
S3 122-202 123-108 124-309
S4 121-117 122-023 124-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-230 124-145 1-085 1.0% 0-211 0.5% 68% True False 1,250,963
10 127-215 124-145 3-070 2.6% 0-266 0.7% 27% False False 1,418,479
20 127-230 124-145 3-085 2.6% 0-236 0.6% 26% False False 1,064,250
40 129-170 124-145 5-025 4.1% 0-219 0.5% 17% False False 537,182
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 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-099
2.618 127-101
1.618 126-226
1.000 126-105
0.618 126-031
HIGH 125-230
0.618 125-156
0.500 125-132
0.382 125-109
LOW 125-035
0.618 124-234
1.000 124-160
1.618 124-039
2.618 123-164
4.250 122-166
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 125-132 125-076
PP 125-122 125-052
S1 125-111 125-028

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

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