ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 128-160 128-145 -0-015 0.0% 129-135
High 128-205 128-145 -0-060 -0.1% 129-185
Low 127-260 127-235 -0-025 -0.1% 127-235
Close 128-120 127-250 -0-190 -0.5% 127-250
Range 0-265 0-230 -0-035 -13.2% 1-270
ATR 0-197 0-199 0-002 1.2% 0-000
Volume 1,973,329 890,606 -1,082,723 -54.9% 6,713,750
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 130-047 129-218 128-056
R3 129-137 128-308 127-313
R2 128-227 128-227 127-292
R1 128-078 128-078 127-271 128-038
PP 127-317 127-317 127-317 127-296
S1 127-168 127-168 127-229 127-128
S2 127-087 127-087 127-208
S3 126-177 126-258 127-187
S4 125-267 126-028 127-124
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 133-287 132-218 128-254
R3 132-017 130-268 128-092
R2 130-067 130-067 128-038
R1 128-318 128-318 127-304 128-218
PP 128-117 128-117 128-117 128-066
S1 127-048 127-048 127-196 126-268
S2 126-167 126-167 127-142
S3 124-217 125-098 127-088
S4 122-267 123-148 126-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-185 127-235 1-270 1.4% 0-225 0.6% 3% False True 1,342,750
10 129-255 127-235 2-020 1.6% 0-196 0.5% 2% False True 1,166,325
20 130-010 127-235 2-095 1.8% 0-182 0.4% 2% False True 1,038,577
40 130-010 125-295 4-035 3.2% 0-200 0.5% 45% False False 1,068,541
60 130-020 125-295 4-045 3.2% 0-215 0.5% 45% False False 875,403
80 130-200 125-295 4-225 3.7% 0-220 0.5% 40% False False 657,398
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
4.250 131-162
2.618 130-107
1.618 129-197
1.000 129-055
0.618 128-287
HIGH 128-145
0.618 128-057
0.500 128-030
0.382 128-003
LOW 127-235
0.618 127-093
1.000 127-005
1.618 126-183
2.618 125-273
4.250 124-218
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 128-030 128-102
PP 127-317 128-045
S1 127-283 127-308

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

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