ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 125-150 125-100 -0-050 -0.1% 125-050
High 125-160 125-100 -0-060 -0.1% 125-050
Low 125-060 124-190 -0-190 -0.5% 124-000
Close 125-100 124-190 -0-230 -0.6% 124-020
Range 0-100 0-230 0-130 130.0% 1-050
ATR 0-162 0-167 0-005 3.0% 0-000
Volume 7 39 32 457.1% 78
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 126-317 126-163 124-316
R3 126-087 125-253 124-253
R2 125-177 125-177 124-232
R1 125-023 125-023 124-211 124-305
PP 124-267 124-267 124-267 124-248
S1 124-113 124-113 124-169 124-075
S2 124-037 124-037 124-148
S3 123-127 123-203 124-127
S4 122-217 122-293 124-064
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% 0-072 0.2% 40% False False 19
10 125-290 124-000 1-290 1.5% 0-037 0.1% 31% False False 13
20 125-290 123-310 1-300 1.6% 0-040 0.1% 32% False False 7
40 127-050 123-310 3-060 2.6% 0-023 0.1% 20% False False 4
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 0-002
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 128-118
2.618 127-062
1.618 126-152
1.000 126-010
0.618 125-242
HIGH 125-100
0.618 125-012
0.500 124-305
0.382 124-278
LOW 124-190
0.618 124-048
1.000 123-280
1.618 123-138
2.618 122-228
4.250 121-172
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 124-305 125-015
PP 124-267 124-287
S1 124-228 124-238

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

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