ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 125-235 125-155 -0-080 -0.2% 126-140
High 125-260 125-200 -0-060 -0.1% 126-155
Low 125-090 124-290 -0-120 -0.3% 124-290
Close 125-185 125-005 -0-180 -0.4% 125-005
Range 0-170 0-230 0-060 35.3% 1-185
ATR 0-227 0-227 0-000 0.1% 0-000
Volume 1,268,814 1,076,844 -191,970 -15.1% 5,767,765
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-108 126-287 125-132
R3 126-198 126-057 125-068
R2 125-288 125-288 125-047
R1 125-147 125-147 125-026 125-102
PP 125-058 125-058 125-058 125-036
S1 124-237 124-237 124-304 124-192
S2 124-148 124-148 124-283
S3 123-238 124-007 124-262
S4 123-008 123-097 124-198
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 130-065 129-060 125-283
R3 128-200 127-195 125-144
R2 127-015 127-015 125-098
R1 126-010 126-010 125-051 125-240
PP 125-150 125-150 125-150 125-105
S1 124-145 124-145 124-279 124-055
S2 123-285 123-285 124-232
S3 122-100 122-280 124-186
S4 120-235 121-095 124-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-155 124-290 1-185 1.3% 0-193 0.5% 7% False True 1,153,553
10 126-205 124-290 1-235 1.4% 0-215 0.5% 6% False True 1,153,894
20 127-215 124-145 3-070 2.6% 0-240 0.6% 17% False False 1,286,187
40 127-260 124-145 3-115 2.7% 0-236 0.6% 17% False False 824,550
60 129-190 124-145 5-045 4.1% 0-201 0.5% 11% False False 550,660
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-218
2.618 127-162
1.618 126-252
1.000 126-110
0.618 126-022
HIGH 125-200
0.618 125-112
0.500 125-085
0.382 125-058
LOW 124-290
0.618 124-148
1.000 124-060
1.618 123-238
2.618 123-008
4.250 121-272
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 125-085 125-115
PP 125-058 125-078
S1 125-032 125-042

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

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