ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 125-240 126-030 0-110 0.3% 126-010
High 126-050 126-270 0-220 0.5% 126-270
Low 125-200 125-290 0-090 0.2% 125-200
Close 126-030 126-230 0-200 0.5% 126-230
Range 0-170 0-300 0-130 76.5% 1-070
ATR 0-155 0-165 0-010 6.7% 0-000
Volume 5,134 4,722 -412 -8.0% 18,223
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 129-097 128-303 127-075
R3 128-117 128-003 126-312
R2 127-137 127-137 126-285
R1 127-023 127-023 126-258 127-080
PP 126-157 126-157 126-157 126-185
S1 126-043 126-043 126-202 126-100
S2 125-177 125-177 126-175
S3 124-197 125-063 126-148
S4 123-217 124-083 126-065
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-017 129-193 127-124
R3 128-267 128-123 127-017
R2 127-197 127-197 126-302
R1 127-053 127-053 126-266 127-125
PP 126-127 126-127 126-127 126-162
S1 125-303 125-303 126-194 126-055
S2 125-057 125-057 126-158
S3 123-307 124-233 126-123
S4 122-237 123-163 126-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-270 125-200 1-070 1.0% 0-172 0.4% 90% True False 3,644
10 126-270 124-280 1-310 1.6% 0-137 0.3% 94% True False 2,577
20 126-270 124-160 2-110 1.8% 0-154 0.4% 95% True False 1,623
40 126-270 123-310 2-280 2.3% 0-099 0.2% 96% True False 816
60 127-050 123-310 3-060 2.5% 0-068 0.2% 86% False False 544
80 128-290 123-310 4-300 3.9% 0-051 0.1% 56% False False 408
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 0-029
Widest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 130-265
2.618 129-095
1.618 128-115
1.000 127-250
0.618 127-135
HIGH 126-270
0.618 126-155
0.500 126-120
0.382 126-085
LOW 125-290
0.618 125-105
1.000 124-310
1.618 124-125
2.618 123-145
4.250 121-295
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 126-193 126-178
PP 126-157 126-127
S1 126-120 126-075

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

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