ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 15-Jun-2015
Day Change Summary
Previous Current
12-Jun-2015 15-Jun-2015 Change Change % Previous Week
Open 125-110 125-145 0-035 0.1% 125-020
High 125-230 125-310 0-080 0.2% 125-230
Low 125-035 125-120 0-085 0.2% 124-145
Close 125-100 125-190 0-090 0.2% 125-100
Range 0-195 0-190 -0-005 -2.6% 1-085
ATR 0-235 0-233 -0-002 -0.8% 0-000
Volume 1,308,870 1,073,621 -235,249 -18.0% 6,254,818
Daily Pivots for day following 15-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-137 127-033 125-294
R3 126-267 126-163 125-242
R2 126-077 126-077 125-225
R1 125-293 125-293 125-207 126-025
PP 125-207 125-207 125-207 125-232
S1 125-103 125-103 125-173 125-155
S2 125-017 125-017 125-155
S3 124-147 124-233 125-138
S4 123-277 124-043 125-086
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
5 125-310 124-145 1-165 1.2% 0-219 0.5% 75% True False 1,287,434
10 127-010 124-145 2-185 2.1% 0-259 0.6% 44% False False 1,408,547
20 127-230 124-145 3-085 2.6% 0-233 0.6% 35% False False 1,117,115
40 129-100 124-145 4-275 3.9% 0-220 0.5% 23% False False 563,946
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 0-052
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-158
2.618 127-167
1.618 126-297
1.000 126-180
0.618 126-107
HIGH 125-310
0.618 125-237
0.500 125-215
0.382 125-193
LOW 125-120
0.618 125-003
1.000 124-250
1.618 124-133
2.618 123-263
4.250 122-272
Fisher Pivots for day following 15-Jun-2015
Pivot 1 day 3 day
R1 125-215 125-149
PP 125-207 125-108
S1 125-198 125-068

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

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