ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 124-010 125-090 1-080 1.0% 125-050
High 124-020 125-090 1-070 1.0% 125-050
Low 124-000 125-090 1-090 1.0% 124-000
Close 124-020 125-090 1-070 1.0% 124-020
Range 0-020 0-000 -0-020 -100.0% 1-050
ATR 0-149 0-167 0-017 11.5% 0-000
Volume 10 10 0 0.0% 78
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 125-090 125-090 125-090
R3 125-090 125-090 125-090
R2 125-090 125-090 125-090
R1 125-090 125-090 125-090 125-090
PP 125-090 125-090 125-090 125-090
S1 125-090 125-090 125-090 125-090
S2 125-090 125-090 125-090
S3 125-090 125-090 125-090
S4 125-090 125-090 125-090
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
5 125-090 124-000 1-090 1.0% 0-006 0.0% 100% True False 17
10 125-290 124-000 1-290 1.5% 0-004 0.0% 67% False False 9
20 125-290 123-310 1-300 1.5% 0-024 0.1% 68% False False 5
40 127-050 123-310 3-060 2.5% 0-015 0.0% 41% False False 3
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 0-001
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-090
2.618 125-090
1.618 125-090
1.000 125-090
0.618 125-090
HIGH 125-090
0.618 125-090
0.500 125-090
0.382 125-090
LOW 125-090
0.618 125-090
1.000 125-090
1.618 125-090
2.618 125-090
4.250 125-090
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 125-090 125-022
PP 125-090 124-273
S1 125-090 124-205

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

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