ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 17-Jun-2015
Day Change Summary
Previous Current
16-Jun-2015 17-Jun-2015 Change Change % Previous Week
Open 125-195 125-315 0-120 0.3% 125-020
High 125-315 126-070 0-075 0.2% 125-230
Low 125-185 125-060 -0-125 -0.3% 124-145
Close 125-290 126-055 0-085 0.2% 125-100
Range 0-130 1-010 0-200 153.8% 1-085
ATR 0-226 0-233 0-007 3.3% 0-000
Volume 917,900 1,223,332 305,432 33.3% 6,254,818
Daily Pivots for day following 17-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-305 128-190 126-236
R3 127-295 127-180 126-146
R2 126-285 126-285 126-116
R1 126-170 126-170 126-085 126-228
PP 125-275 125-275 125-275 125-304
S1 125-160 125-160 126-025 125-218
S2 124-265 124-265 125-314
S3 123-255 124-150 125-284
S4 122-245 123-140 125-194
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
5 126-070 124-145 1-245 1.4% 0-229 0.6% 97% True False 1,203,739
10 126-070 124-145 1-245 1.4% 0-245 0.6% 97% True False 1,292,022
20 127-230 124-145 3-085 2.6% 0-226 0.6% 53% False False 1,220,897
40 129-050 124-145 4-225 3.7% 0-228 0.6% 37% False False 617,444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-057
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 130-192
2.618 128-294
1.618 127-284
1.000 127-080
0.618 126-274
HIGH 126-070
0.618 125-264
0.500 125-225
0.382 125-186
LOW 125-060
0.618 124-176
1.000 124-050
1.618 123-166
2.618 122-156
4.250 120-258
Fisher Pivots for day following 17-Jun-2015
Pivot 1 day 3 day
R1 126-005 126-005
PP 125-275 125-275
S1 125-225 125-225

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

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