ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 126-040 125-295 -0-065 -0.2% 126-120
High 126-050 126-095 0-045 0.1% 126-125
Low 125-225 125-220 -0-005 0.0% 125-100
Close 125-285 126-065 0-100 0.2% 126-040
Range 0-145 0-195 0-050 34.5% 1-025
ATR 0-249 0-245 -0-004 -1.6% 0-000
Volume 769,583 827,090 57,507 7.5% 4,782,208
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-285 127-210 126-172
R3 127-090 127-015 126-119
R2 126-215 126-215 126-101
R1 126-140 126-140 126-083 126-178
PP 126-020 126-020 126-020 126-039
S1 125-265 125-265 126-047 125-302
S2 125-145 125-145 126-029
S3 124-270 125-070 126-011
S4 124-075 124-195 125-278
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 129-057 128-233 126-230
R3 128-032 127-208 126-135
R2 127-007 127-007 126-103
R1 126-183 126-183 126-072 126-082
PP 125-302 125-302 125-302 125-251
S1 125-158 125-158 126-008 125-058
S2 124-277 124-277 125-297
S3 123-252 124-133 125-265
S4 122-227 123-108 125-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-125 125-195 0-250 0.6% 0-174 0.4% 76% False False 858,365
10 127-190 125-100 2-090 1.8% 0-225 0.6% 39% False False 1,034,153
20 127-190 124-290 2-220 2.1% 0-244 0.6% 48% False False 1,191,726
40 127-230 124-145 3-085 2.6% 0-239 0.6% 54% False False 1,284,283
60 129-050 124-145 4-225 3.7% 0-240 0.6% 37% False False 869,110
80 129-190 124-145 5-045 4.1% 0-205 0.5% 34% False False 652,170
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-284
2.618 127-286
1.618 127-091
1.000 126-290
0.618 126-216
HIGH 126-095
0.618 126-021
0.500 125-318
0.382 125-294
LOW 125-220
0.618 125-099
1.000 125-025
1.618 124-224
2.618 124-029
4.250 123-031
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 126-042 126-043
PP 126-020 126-022
S1 125-318 126-000

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

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