ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 125-000 125-030 0-030 0.1% 125-040
High 125-040 125-140 0-100 0.2% 125-170
Low 125-000 124-280 -0-040 -0.1% 124-160
Close 125-020 125-120 0-100 0.2% 125-090
Range 0-040 0-180 0-140 350.0% 1-010
ATR 0-172 0-173 0-001 0.3% 0-000
Volume 156 3,401 3,245 2,080.1% 3,970
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 126-293 126-227 125-219
R3 126-113 126-047 125-170
R2 125-253 125-253 125-153
R1 125-187 125-187 125-136 125-220
PP 125-073 125-073 125-073 125-090
S1 125-007 125-007 125-104 125-040
S2 124-213 124-213 125-087
S3 124-033 124-147 125-070
S4 123-173 123-287 125-021
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-063 127-247 125-272
R3 127-053 126-237 125-181
R2 126-043 126-043 125-150
R1 125-227 125-227 125-120 125-295
PP 125-033 125-033 125-033 125-068
S1 124-217 124-217 125-060 124-285
S2 124-023 124-023 125-030
S3 123-013 123-207 124-319
S4 122-003 122-197 124-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-170 124-280 0-210 0.5% 0-102 0.3% 76% False True 970
10 126-220 124-160 2-060 1.7% 0-142 0.4% 40% False False 1,017
20 126-220 124-000 2-220 2.1% 0-118 0.3% 51% False False 520
40 127-050 123-310 3-060 2.5% 0-074 0.2% 44% False False 261
60 128-130 123-310 4-140 3.5% 0-049 0.1% 32% False False 174
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-265
2.618 126-291
1.618 126-111
1.000 126-000
0.618 125-251
HIGH 125-140
0.618 125-071
0.500 125-050
0.382 125-029
LOW 124-280
0.618 124-169
1.000 124-100
1.618 123-309
2.618 123-129
4.250 122-155
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 125-097 125-097
PP 125-073 125-073
S1 125-050 125-050

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

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