ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 29-Apr-2015
Day Change Summary
Previous Current
28-Apr-2015 29-Apr-2015 Change Change % Previous Week
Open 129-115 128-235 -0-200 -0.5% 129-190
High 129-130 128-290 -0-160 -0.4% 129-255
Low 128-225 128-030 -0-195 -0.5% 128-225
Close 128-305 128-165 -0-140 -0.3% 129-125
Range 0-225 0-260 0-035 15.6% 1-030
ATR 0-185 0-192 0-006 3.5% 0-000
Volume 1,126,038 2,026,714 900,676 80.0% 4,949,508
Daily Pivots for day following 29-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-302 130-173 128-308
R3 130-042 129-233 128-236
R2 129-102 129-102 128-213
R1 128-293 128-293 128-189 128-228
PP 128-162 128-162 128-162 128-129
S1 128-033 128-033 128-141 127-288
S2 127-222 127-222 128-117
S3 126-282 127-093 128-094
S4 126-022 126-153 128-022
Weekly Pivots for week ending 24-Apr-2015
Classic Woodie Camarilla DeMark
R4 132-185 132-025 129-318
R3 131-155 130-315 129-221
R2 130-125 130-125 129-189
R1 129-285 129-285 129-157 129-190
PP 129-095 129-095 129-095 129-048
S1 128-255 128-255 129-093 128-160
S2 128-065 128-065 129-061
S3 127-035 127-225 129-029
S4 126-005 126-195 128-252
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-185 128-030 1-155 1.2% 0-192 0.5% 28% False True 1,225,413
10 129-310 128-030 1-280 1.5% 0-181 0.4% 23% False True 1,114,589
20 130-010 128-030 1-300 1.5% 0-180 0.4% 22% False True 994,669
40 130-010 125-295 4-035 3.2% 0-194 0.5% 63% False False 1,047,491
60 130-140 125-295 4-165 3.5% 0-217 0.5% 57% False False 827,834
80 130-200 125-295 4-225 3.7% 0-219 0.5% 55% False False 621,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-115
2.618 131-011
1.618 130-071
1.000 129-230
0.618 129-131
HIGH 128-290
0.618 128-191
0.500 128-160
0.382 128-129
LOW 128-030
0.618 127-189
1.000 127-090
1.618 126-249
2.618 125-309
4.250 124-205
Fisher Pivots for day following 29-Apr-2015
Pivot 1 day 3 day
R1 128-163 128-268
PP 128-162 128-233
S1 128-160 128-199

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

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