ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 125-180 125-040 -0-140 -0.3% 126-120
High 125-180 125-060 -0-120 -0.3% 126-220
Low 124-290 124-160 -0-130 -0.3% 124-290
Close 124-290 124-240 -0-050 -0.1% 124-290
Range 0-210 0-220 0-010 4.8% 1-250
ATR 0-202 0-203 0-001 0.7% 0-000
Volume 1,250 2,455 1,205 96.4% 2,715
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 126-280 126-160 125-041
R3 126-060 125-260 124-300
R2 125-160 125-160 124-280
R1 125-040 125-040 124-260 124-310
PP 124-260 124-260 124-260 124-235
S1 124-140 124-140 124-220 124-090
S2 124-040 124-040 124-200
S3 123-140 123-240 124-180
S4 122-240 123-020 124-119
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-270 129-210 125-284
R3 129-020 127-280 125-127
R2 127-090 127-090 125-074
R1 126-030 126-030 125-022 125-255
PP 125-160 125-160 125-160 125-112
S1 124-100 124-100 124-238 124-005
S2 123-230 123-230 124-186
S3 121-300 122-170 124-133
S4 120-050 120-240 123-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-220 124-160 2-060 1.8% 0-216 0.5% 11% False True 1,025
10 126-220 124-160 2-060 1.8% 0-173 0.4% 11% False True 526
20 126-220 124-000 2-220 2.2% 0-088 0.2% 28% False False 267
40 127-050 123-310 3-060 2.6% 0-058 0.1% 25% False False 134
60 128-290 123-310 4-300 4.0% 0-039 0.1% 16% False False 90
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-035
2.618 126-316
1.618 126-096
1.000 125-280
0.618 125-196
HIGH 125-060
0.618 124-296
0.500 124-270
0.382 124-244
LOW 124-160
0.618 124-024
1.000 123-260
1.618 123-124
2.618 122-224
4.250 121-185
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 124-270 125-190
PP 124-260 125-100
S1 124-250 125-010

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

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