ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 125-270 126-210 0-260 0.6% 125-090
High 126-210 126-210 0-000 0.0% 125-160
Low 125-260 126-110 0-170 0.4% 124-190
Close 126-100 126-190 0-090 0.2% 125-000
Range 0-270 0-100 -0-170 -63.0% 0-290
ATR 0-192 0-187 -0-006 -3.1% 0-000
Volume 30 166 136 453.3% 97
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-150 127-110 126-245
R3 127-050 127-010 126-218
R2 126-270 126-270 126-208
R1 126-230 126-230 126-199 126-200
PP 126-170 126-170 126-170 126-155
S1 126-130 126-130 126-181 126-100
S2 126-070 126-070 126-172
S3 125-290 126-030 126-162
S4 125-190 125-250 126-135
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-240 127-090 125-160
R3 126-270 126-120 125-080
R2 125-300 125-300 125-053
R1 125-150 125-150 125-027 125-080
PP 125-010 125-010 125-010 124-295
S1 124-180 124-180 124-293 124-110
S2 124-040 124-040 124-267
S3 123-070 123-210 124-240
S4 122-100 122-240 124-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 124-190 2-020 1.6% 0-184 0.5% 97% True False 63
10 126-210 124-000 2-210 2.1% 0-105 0.3% 98% True False 40
20 126-210 123-310 2-220 2.1% 0-056 0.1% 98% True False 21
40 127-050 123-310 3-060 2.5% 0-040 0.1% 82% False False 11
60 128-290 123-310 4-300 3.9% 0-027 0.1% 53% False False 7
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 0-007
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-315
2.618 127-152
1.618 127-052
1.000 126-310
0.618 126-272
HIGH 126-210
0.618 126-172
0.500 126-160
0.382 126-148
LOW 126-110
0.618 126-048
1.000 126-010
1.618 125-268
2.618 125-168
4.250 125-005
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 126-180 126-143
PP 126-170 126-097
S1 126-160 126-050

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

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