ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 125-145 125-195 0-050 0.1% 125-020
High 125-310 125-315 0-005 0.0% 125-230
Low 125-120 125-185 0-065 0.2% 124-145
Close 125-190 125-290 0-100 0.2% 125-100
Range 0-190 0-130 -0-060 -31.6% 1-085
ATR 0-233 0-226 -0-007 -3.2% 0-000
Volume 1,073,621 917,900 -155,721 -14.5% 6,254,818
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-013 126-282 126-042
R3 126-203 126-152 126-006
R2 126-073 126-073 125-314
R1 126-022 126-022 125-302 126-048
PP 125-263 125-263 125-263 125-276
S1 125-212 125-212 125-278 125-238
S2 125-133 125-133 125-266
S3 125-003 125-082 125-254
S4 124-193 124-272 125-218
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
5 125-315 124-145 1-170 1.2% 0-194 0.5% 95% True False 1,240,954
10 126-130 124-145 1-305 1.6% 0-246 0.6% 74% False False 1,349,019
20 127-230 124-145 3-085 2.6% 0-226 0.6% 44% False False 1,161,419
40 129-100 124-145 4-275 3.9% 0-223 0.6% 30% False False 586,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13 trading days
Fibonacci Retracements and Extensions
4.250 127-228
2.618 127-015
1.618 126-205
1.000 126-125
0.618 126-075
HIGH 125-315
0.618 125-265
0.500 125-250
0.382 125-235
LOW 125-185
0.618 125-105
1.000 125-055
1.618 124-295
2.618 124-165
4.250 123-272
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 125-277 125-252
PP 125-263 125-213
S1 125-250 125-175

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

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