ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 127-060 127-000 -0-060 -0.1% 126-080
High 127-070 127-160 0-090 0.2% 127-160
Low 126-150 126-280 0-130 0.3% 126-035
Close 126-205 127-085 0-200 0.5% 127-085
Range 0-240 0-200 -0-040 -16.7% 1-125
ATR 0-220 0-223 0-004 1.8% 0-000
Volume 8,719 7,592 -1,127 -12.9% 56,969
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-028 128-257 127-195
R3 128-148 128-057 127-140
R2 127-268 127-268 127-122
R1 127-177 127-177 127-103 127-222
PP 127-068 127-068 127-068 127-091
S1 126-297 126-297 127-067 127-022
S2 126-188 126-188 127-048
S3 125-308 126-097 127-030
S4 125-108 125-217 126-295
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 131-042 130-188 128-010
R3 129-237 129-063 127-207
R2 128-112 128-112 127-167
R1 127-258 127-258 127-126 128-025
PP 126-307 126-307 126-307 127-030
S1 126-133 126-133 127-044 126-220
S2 125-182 125-182 127-003
S3 124-057 125-008 126-283
S4 122-252 123-203 126-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-160 126-035 1-125 1.1% 0-184 0.5% 83% True False 11,393
10 127-160 125-100 2-060 1.7% 0-187 0.5% 89% True False 16,048
20 128-105 125-100 3-005 2.4% 0-208 0.5% 65% False False 471,437
40 129-185 125-100 4-085 3.4% 0-226 0.6% 46% False False 954,491
60 130-010 125-100 4-230 3.7% 0-209 0.5% 41% False False 955,795
80 130-010 125-100 4-230 3.7% 0-211 0.5% 41% False False 1,002,639
100 130-200 125-100 5-100 4.2% 0-223 0.5% 37% False False 829,694
120 130-200 125-100 5-100 4.2% 0-218 0.5% 37% False False 691,642
Crabel Price Patterns
NR True
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-050
2.618 129-044
1.618 128-164
1.000 128-040
0.618 127-284
HIGH 127-160
0.618 127-084
0.500 127-060
0.382 127-036
LOW 126-280
0.618 126-156
1.000 126-080
1.618 125-276
2.618 125-076
4.250 124-070
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 127-077 127-036
PP 127-068 126-307
S1 127-060 126-258

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

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