ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 126-210 126-220 0-010 0.0% 125-090
High 126-210 126-220 0-010 0.0% 125-160
Low 126-110 125-260 -0-170 -0.4% 124-190
Close 126-190 125-280 -0-230 -0.6% 125-000
Range 0-100 0-280 0-180 180.0% 0-290
ATR 0-187 0-193 0-007 3.6% 0-000
Volume 166 1,228 1,062 639.8% 97
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-240 128-060 126-114
R3 127-280 127-100 126-037
R2 127-000 127-000 126-011
R1 126-140 126-140 125-306 126-090
PP 126-040 126-040 126-040 126-015
S1 125-180 125-180 125-254 125-130
S2 125-080 125-080 125-229
S3 124-120 124-220 125-203
S4 123-160 123-260 125-126
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
5 126-220 124-270 1-270 1.5% 0-194 0.5% 56% True False 301
10 126-220 124-000 2-220 2.1% 0-133 0.3% 70% True False 160
20 126-220 124-000 2-220 2.1% 0-070 0.2% 70% True False 82
40 127-050 123-310 3-060 2.5% 0-048 0.1% 60% False False 42
60 128-290 123-310 4-300 3.9% 0-032 0.1% 39% False False 28
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 0-007
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 130-130
2.618 128-313
1.618 128-033
1.000 127-180
0.618 127-073
HIGH 126-220
0.618 126-113
0.500 126-080
0.382 126-047
LOW 125-260
0.618 125-087
1.000 124-300
1.618 124-127
2.618 123-167
4.250 122-030
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 126-080 126-080
PP 126-040 126-040
S1 126-000 126-000

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

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