ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 05-Jun-2015
Day Change Summary
Previous Current
04-Jun-2015 05-Jun-2015 Change Change % Previous Week
Open 125-090 124-150 -0-260 -0.6% 126-120
High 125-090 124-150 -0-260 -0.6% 126-120
Low 125-090 124-150 -0-260 -0.6% 124-150
Close 125-090 124-150 -0-260 -0.6% 124-150
Range
ATR 0-140 0-149 0-009 6.1% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 124-150 124-150 124-150
R3 124-150 124-150 124-150
R2 124-150 124-150 124-150
R1 124-150 124-150 124-150 124-150
PP 124-150 124-150 124-150 124-150
S1 124-150 124-150 124-150 124-150
S2 124-150 124-150 124-150
S3 124-150 124-150 124-150
S4 124-150 124-150 124-150
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 130-263 129-177 125-166
R3 128-293 127-207 124-318
R2 127-003 127-003 124-262
R1 125-237 125-237 124-206 125-135
PP 125-033 125-033 125-033 124-302
S1 123-267 123-267 124-094 123-165
S2 123-063 123-063 124-038
S3 121-093 121-297 123-302
S4 119-123 120-007 123-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-120 124-150 1-290 1.5% 0-000 0.0% 0% False True 2
10 127-050 124-150 2-220 2.2% 0-013 0.0% 0% False True 1
20 127-050 124-150 2-220 2.2% 0-006 0.0% 0% False True 1
40 128-290 124-150 4-140 3.6% 0-003 0.0% 0% False True 1
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 124-150
2.618 124-150
1.618 124-150
1.000 124-150
0.618 124-150
HIGH 124-150
0.618 124-150
0.500 124-150
0.382 124-150
LOW 124-150
0.618 124-150
1.000 124-150
1.618 124-150
2.618 124-150
4.250 124-150
Fisher Pivots for day following 05-Jun-2015
Pivot 1 day 3 day
R1 124-150 124-280
PP 124-150 124-237
S1 124-150 124-193

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

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