ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Jun-2015
Day Change Summary
Previous Current
08-Jun-2015 09-Jun-2015 Change Change % Previous Week
Open 124-000 124-000 0-000 0.0% 126-120
High 124-220 124-150 -0-070 -0.2% 126-120
Low 124-000 124-000 0-000 0.0% 124-150
Close 124-220 124-150 -0-070 -0.2% 124-150
Range 0-220 0-150 -0-070 -31.8% 1-290
ATR 0-154 0-158 0-005 3.1% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 09-Jun-2015
Classic Woodie Camarilla DeMark
R4 125-230 125-180 124-232
R3 125-080 125-030 124-191
R2 124-250 124-250 124-178
R1 124-200 124-200 124-164 124-225
PP 124-100 124-100 124-100 124-112
S1 124-050 124-050 124-136 124-075
S2 123-270 123-270 124-122
S3 123-120 123-220 124-109
S4 122-290 123-070 124-068
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
5 125-090 124-000 1-090 1.0% 0-074 0.2% 37% False True 2
10 127-050 124-000 3-050 2.5% 0-050 0.1% 15% False True 2
20 127-050 124-000 3-050 2.5% 0-025 0.1% 15% False True 1
40 128-290 124-000 4-290 3.9% 0-012 0.0% 10% False True 1
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 0-000
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-148
2.618 125-223
1.618 125-073
1.000 124-300
0.618 124-243
HIGH 124-150
0.618 124-093
0.500 124-075
0.382 124-057
LOW 124-000
0.618 123-227
1.000 123-170
1.618 123-077
2.618 122-247
4.250 122-002
Fisher Pivots for day following 09-Jun-2015
Pivot 1 day 3 day
R1 124-125 124-137
PP 124-100 124-123
S1 124-075 124-110

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

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