ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 11-Jun-2015
Day Change Summary
Previous Current
10-Jun-2015 11-Jun-2015 Change Change % Previous Week
Open 124-000 124-280 0-280 0.7% 126-120
High 124-000 124-280 0-280 0.7% 126-120
Low 123-310 124-230 0-240 0.6% 124-150
Close 124-000 124-230 0-230 0.6% 124-150
Range 0-010 0-050 0-040 400.0% 1-290
ATR 0-158 0-167 0-009 5.5% 0-000
Volume 1 5 4 400.0% 10
Daily Pivots for day following 11-Jun-2015
Classic Woodie Camarilla DeMark
R4 125-077 125-043 124-258
R3 125-027 124-313 124-244
R2 124-297 124-297 124-239
R1 124-263 124-263 124-235 124-255
PP 124-247 124-247 124-247 124-242
S1 124-213 124-213 124-225 124-205
S2 124-197 124-197 124-221
S3 124-147 124-163 124-216
S4 124-097 124-113 124-202
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
5 124-280 123-310 0-290 0.7% 0-086 0.2% 83% True False 2
10 127-050 123-310 3-060 2.6% 0-043 0.1% 24% False False 2
20 127-050 123-310 3-060 2.6% 0-028 0.1% 24% False False 1
40 128-290 123-310 4-300 4.0% 0-014 0.0% 15% False False 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125-172
2.618 125-091
1.618 125-041
1.000 125-010
0.618 124-311
HIGH 124-280
0.618 124-261
0.500 124-255
0.382 124-249
LOW 124-230
0.618 124-199
1.000 124-180
1.618 124-149
2.618 124-099
4.250 124-018
Fisher Pivots for day following 11-Jun-2015
Pivot 1 day 3 day
R1 124-255 124-198
PP 124-247 124-167
S1 124-238 124-135

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

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