ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 127-140 126-165 -0-295 -0.7% 127-000
High 127-180 126-170 -1-010 -0.8% 127-190
Low 126-160 125-220 -0-260 -0.6% 125-220
Close 126-215 125-235 -0-300 -0.7% 125-235
Range 1-020 0-270 -0-070 -20.6% 1-290
ATR 0-276 0-279 0-003 1.0% 0-000
Volume 1,170,991 1,316,196 145,205 12.4% 6,885,223
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-165 127-310 126-064
R3 127-215 127-040 125-309
R2 126-265 126-265 125-284
R1 126-090 126-090 125-260 126-042
PP 125-315 125-315 125-315 125-291
S1 125-140 125-140 125-210 125-092
S2 125-045 125-045 125-186
S3 124-095 124-190 125-161
S4 123-145 123-240 125-086
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 132-018 130-257 126-250
R3 130-048 128-287 126-083
R2 128-078 128-078 126-027
R1 126-317 126-317 125-291 126-212
PP 126-108 126-108 126-108 126-056
S1 125-027 125-027 125-179 124-242
S2 124-138 124-138 125-123
S3 122-168 123-057 125-067
S4 120-198 121-087 124-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-190 125-220 1-290 1.5% 1-005 0.8% 2% False True 1,377,044
10 127-190 124-290 2-220 2.1% 0-300 0.7% 31% False False 1,383,179
20 127-190 124-290 2-220 2.1% 0-256 0.6% 31% False False 1,280,138
40 127-230 124-145 3-085 2.6% 0-246 0.6% 39% False False 1,140,031
60 129-170 124-145 5-025 4.0% 0-230 0.6% 25% False False 763,060
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-038
2.618 128-237
1.618 127-287
1.000 127-120
0.618 127-017
HIGH 126-170
0.618 126-067
0.500 126-035
0.382 126-003
LOW 125-220
0.618 125-053
1.000 124-270
1.618 124-103
2.618 123-153
4.250 122-032
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 126-035 126-205
PP 125-315 126-108
S1 125-275 126-012

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

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