ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 125-150 127-000 1-170 1.2% 126-100
High 126-035 127-065 1-030 0.9% 126-290
Low 125-050 125-275 0-225 0.6% 125-050
Close 125-280 126-245 0-285 0.7% 125-280
Range 0-305 1-110 0-125 41.0% 1-240
ATR 0-256 0-268 0-012 4.9% 0-000
Volume 1,206,973 1,386,777 179,804 14.9% 5,869,725
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-205 130-015 127-162
R3 129-095 128-225 127-043
R2 127-305 127-305 127-004
R1 127-115 127-115 126-284 126-315
PP 126-195 126-195 126-195 126-135
S1 126-005 126-005 126-206 125-205
S2 125-085 125-085 126-166
S3 123-295 124-215 126-127
S4 122-185 123-105 126-008
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 131-073 130-097 126-268
R3 129-153 128-177 126-114
R2 127-233 127-233 126-063
R1 126-257 126-257 126-011 126-125
PP 125-313 125-313 125-313 125-248
S1 125-017 125-017 125-229 124-205
S2 124-073 124-073 125-177
S3 122-153 123-097 125-126
S4 120-233 121-177 124-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-065 125-050 2-015 1.6% 0-316 0.8% 79% True False 1,451,300
10 127-065 124-290 2-095 1.8% 0-254 0.6% 81% True False 1,302,426
20 127-065 124-145 2-240 2.2% 0-239 0.6% 84% True False 1,252,513
40 127-230 124-145 3-085 2.6% 0-249 0.6% 71% False False 1,004,540
60 129-170 124-145 5-025 4.0% 0-216 0.5% 46% False False 671,526
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 132-292
2.618 130-231
1.618 129-121
1.000 128-175
0.618 128-011
HIGH 127-065
0.618 126-221
0.500 126-170
0.382 126-119
LOW 125-275
0.618 125-009
1.000 124-165
1.618 123-219
2.618 122-109
4.250 120-048
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 126-220 126-182
PP 126-195 126-120
S1 126-170 126-058

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

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