ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 125-140 125-290 0-150 0.4% 124-175
High 125-140 125-290 0-150 0.4% 125-140
Low 125-140 125-290 0-150 0.4% 124-175
Close 125-140 125-290 0-150 0.4% 125-140
Range
ATR 0-120 0-122 0-002 1.8% 0-000
Volume
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 125-290 125-290 125-290
R3 125-290 125-290 125-290
R2 125-290 125-290 125-290
R1 125-290 125-290 125-290 125-290
PP 125-290 125-290 125-290 125-290
S1 125-290 125-290 125-290 125-290
S2 125-290 125-290 125-290
S3 125-290 125-290 125-290
S4 125-290 125-290 125-290
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-260 127-165 125-297
R3 126-295 126-200 125-218
R2 126-010 126-010 125-192
R1 125-235 125-235 125-166 125-282
PP 125-045 125-045 125-045 125-069
S1 124-270 124-270 125-114 124-318
S2 124-080 124-080 125-088
S3 123-115 123-305 125-062
S4 122-150 123-020 124-303
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-290 124-280 1-010 0.8% 0-000 0.0% 100% True False
10 125-290 124-175 1-115 1.1% 0-000 0.0% 100% True False
20 126-025 124-030 1-315 1.6% 0-000 0.0% 91% False False
40 126-025 123-160 2-185 2.0% 0-000 0.0% 93% False False
Crabel Price Patterns
NR False
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 0-000
Fibonacci Retracements and Extensions
4.250 125-290
2.618 125-290
1.618 125-290
1.000 125-290
0.618 125-290
HIGH 125-290
0.618 125-290
0.500 125-290
0.382 125-290
LOW 125-290
0.618 125-290
1.000 125-290
1.618 125-290
2.618 125-290
4.250 125-290
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 125-290 125-258
PP 125-290 125-227
S1 125-290 125-195

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

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