ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 18-Jun-2015
Day Change Summary
Previous Current
17-Jun-2015 18-Jun-2015 Change Change % Previous Week
Open 125-315 126-025 0-030 0.1% 125-020
High 126-070 126-180 0-110 0.3% 125-230
Low 125-060 125-185 0-125 0.3% 124-145
Close 126-055 125-275 -0-100 -0.2% 125-100
Range 1-010 0-315 -0-015 -4.5% 1-085
ATR 0-233 0-239 0-006 2.5% 0-000
Volume 1,223,332 1,599,281 375,949 30.7% 6,254,818
Daily Pivots for day following 18-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-305 128-125 126-128
R3 127-310 127-130 126-042
R2 126-315 126-315 126-013
R1 126-135 126-135 125-304 126-068
PP 126-000 126-000 126-000 125-286
S1 125-140 125-140 125-246 125-072
S2 125-005 125-005 125-217
S3 124-010 124-145 125-188
S4 123-015 123-150 125-102
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
5 126-180 125-035 1-145 1.2% 0-232 0.6% 52% True False 1,224,600
10 126-180 124-145 2-035 1.7% 0-242 0.6% 67% True False 1,267,180
20 127-230 124-145 3-085 2.6% 0-233 0.6% 43% False False 1,296,773
40 129-050 124-145 4-225 3.7% 0-231 0.6% 30% False False 657,404
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-239
2.618 129-045
1.618 128-050
1.000 127-175
0.618 127-055
HIGH 126-180
0.618 126-060
0.500 126-022
0.382 125-305
LOW 125-185
0.618 124-310
1.000 124-190
1.618 123-315
2.618 123-000
4.250 121-126
Fisher Pivots for day following 18-Jun-2015
Pivot 1 day 3 day
R1 126-022 125-280
PP 126-000 125-278
S1 125-298 125-277

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

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