ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 10-Jun-2015
Day Change Summary
Previous Current
09-Jun-2015 10-Jun-2015 Change Change % Previous Week
Open 124-000 124-000 0-000 0.0% 126-120
High 124-150 124-000 -0-150 -0.4% 126-120
Low 124-000 123-310 -0-010 0.0% 124-150
Close 124-150 124-000 -0-150 -0.4% 124-150
Range 0-150 0-010 -0-140 -93.3% 1-290
ATR 0-158 0-158 0-000 0.1% 0-000
Volume 2 1 -1 -50.0% 10
Daily Pivots for day following 10-Jun-2015
Classic Woodie Camarilla DeMark
R4 124-027 124-023 124-006
R3 124-017 124-013 124-003
R2 124-007 124-007 124-002
R1 124-003 124-003 124-001 124-005
PP 123-317 123-317 123-317 123-318
S1 123-313 123-313 123-319 123-315
S2 123-307 123-307 123-318
S3 123-297 123-303 123-317
S4 123-287 123-293 123-314
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
5 125-090 123-310 1-100 1.1% 0-076 0.2% 2% False True 1
10 127-050 123-310 3-060 2.6% 0-042 0.1% 1% False True 2
20 127-050 123-310 3-060 2.6% 0-026 0.1% 1% False True 1
40 128-290 123-310 4-300 4.0% 0-013 0.0% 1% 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 3 trading days
Fibonacci Retracements and Extensions
4.250 124-042
2.618 124-026
1.618 124-016
1.000 124-010
0.618 124-006
HIGH 124-000
0.618 123-316
0.500 123-315
0.382 123-314
LOW 123-310
0.618 123-304
1.000 123-300
1.618 123-294
2.618 123-284
4.250 123-268
Fisher Pivots for day following 10-Jun-2015
Pivot 1 day 3 day
R1 123-318 124-105
PP 123-317 124-070
S1 123-315 124-035

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

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