ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 26-Jun-2015
Day Change Summary
Previous Current
25-Jun-2015 26-Jun-2015 Change Change % Previous Week
Open 124-210 124-010 -0-200 -0.5% 125-050
High 124-220 124-020 -0-200 -0.5% 125-050
Low 124-210 124-000 -0-210 -0.5% 124-000
Close 124-210 124-020 -0-190 -0.5% 124-020
Range 0-010 0-020 0-010 100.0% 1-050
ATR 0-145 0-149 0-005 3.2% 0-000
Volume 32 10 -22 -68.8% 78
Daily Pivots for day following 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 124-073 124-067 124-031
R3 124-053 124-047 124-026
R2 124-033 124-033 124-024
R1 124-027 124-027 124-022 124-030
PP 124-013 124-013 124-013 124-015
S1 124-007 124-007 124-018 124-010
S2 123-313 123-313 124-016
S3 123-293 123-307 124-014
S4 123-273 123-287 124-009
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-280 127-040 124-224
R3 126-230 125-310 124-122
R2 125-180 125-180 124-088
R1 124-260 124-260 124-054 124-195
PP 124-130 124-130 124-130 124-098
S1 123-210 123-210 123-306 123-145
S2 123-080 123-080 123-272
S3 122-030 122-160 123-238
S4 120-300 121-110 123-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-050 124-000 1-050 0.9% 0-006 0.0% 5% False True 15
10 125-290 124-000 1-290 1.5% 0-004 0.0% 3% False True 8
20 126-120 123-310 2-130 1.9% 0-024 0.1% 4% False False 5
40 127-050 123-310 3-060 2.6% 0-015 0.0% 3% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 124-105
2.618 124-072
1.618 124-052
1.000 124-040
0.618 124-032
HIGH 124-020
0.618 124-012
0.500 124-010
0.382 124-008
LOW 124-000
0.618 123-308
1.000 123-300
1.618 123-288
2.618 123-268
4.250 123-235
Fisher Pivots for day following 26-Jun-2015
Pivot 1 day 3 day
R1 124-017 124-140
PP 124-013 124-100
S1 124-010 124-060

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

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