ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 126-085 126-090 0-005 0.0% 126-120
High 126-155 126-220 0-065 0.2% 126-125
Low 126-050 126-040 -0-010 0.0% 125-100
Close 126-100 126-195 0-095 0.2% 126-040
Range 0-105 0-180 0-075 71.4% 1-025
ATR 0-235 0-231 -0-004 -1.7% 0-000
Volume 847,959 955,338 107,379 12.7% 4,782,208
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-052 127-303 126-294
R3 127-192 127-123 126-244
R2 127-012 127-012 126-228
R1 126-263 126-263 126-212 126-298
PP 126-152 126-152 126-152 126-169
S1 126-083 126-083 126-178 126-118
S2 125-292 125-292 126-162
S3 125-112 125-223 126-146
S4 124-252 125-043 126-096
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
5 126-220 125-220 1-000 0.8% 0-152 0.4% 92% True False 831,666
10 126-220 125-100 1-120 1.1% 0-196 0.5% 94% True False 949,837
20 127-190 124-290 2-220 2.1% 0-243 0.6% 63% False False 1,164,139
40 127-230 124-145 3-085 2.6% 0-238 0.6% 66% False False 1,242,073
60 128-120 124-145 3-295 3.1% 0-240 0.6% 55% False False 899,015
80 129-190 124-145 5-045 4.1% 0-208 0.5% 42% False False 674,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-025
2.618 128-051
1.618 127-191
1.000 127-080
0.618 127-011
HIGH 126-220
0.618 126-151
0.500 126-130
0.382 126-109
LOW 126-040
0.618 125-249
1.000 125-180
1.618 125-069
2.618 124-209
4.250 123-235
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 126-173 126-150
PP 126-152 126-105
S1 126-130 126-060

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

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