ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 30-Jun-2015
Day Change Summary
Previous Current
29-Jun-2015 30-Jun-2015 Change Change % Previous Week
Open 125-090 125-150 0-060 0.1% 125-050
High 125-090 125-160 0-070 0.2% 125-050
Low 125-090 125-060 -0-030 -0.1% 124-000
Close 125-090 125-100 0-010 0.0% 124-020
Range 0-000 0-100 0-100 1-050
ATR 0-167 0-162 -0-005 -2.9% 0-000
Volume 10 7 -3 -30.0% 78
Daily Pivots for day following 30-Jun-2015
Classic Woodie Camarilla DeMark
R4 126-087 126-033 125-155
R3 125-307 125-253 125-128
R2 125-207 125-207 125-118
R1 125-153 125-153 125-109 125-130
PP 125-107 125-107 125-107 125-095
S1 125-053 125-053 125-091 125-030
S2 125-007 125-007 125-082
S3 124-227 124-273 125-072
S4 124-127 124-173 125-045
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
5 125-160 124-000 1-160 1.2% 0-026 0.1% 88% True False 18
10 125-290 124-000 1-290 1.5% 0-014 0.0% 69% False False 9
20 125-290 123-310 1-300 1.5% 0-028 0.1% 69% False False 5
40 127-050 123-310 3-060 2.5% 0-018 0.0% 42% 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 True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 126-265
2.618 126-102
1.618 126-002
1.000 125-260
0.618 125-222
HIGH 125-160
0.618 125-122
0.500 125-110
0.382 125-098
LOW 125-060
0.618 124-318
1.000 124-280
1.618 124-218
2.618 124-118
4.250 123-275
Fisher Pivots for day following 30-Jun-2015
Pivot 1 day 3 day
R1 125-110 125-040
PP 125-107 124-300
S1 125-103 124-240

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

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