ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 07-May-2015
Day Change Summary
Previous Current
06-May-2015 07-May-2015 Change Change % Previous Week
Open 127-125 126-315 -0-130 -0.3% 129-135
High 127-155 127-165 0-010 0.0% 129-185
Low 126-290 126-135 -0-155 -0.4% 127-235
Close 127-030 127-125 0-095 0.2% 127-250
Range 0-185 1-030 0-165 89.2% 1-270
ATR 0-198 0-209 0-011 5.5% 0-000
Volume 1,614,071 1,888,100 274,029 17.0% 6,713,750
Daily Pivots for day following 07-May-2015
Classic Woodie Camarilla DeMark
R4 130-125 129-315 127-318
R3 129-095 128-285 127-221
R2 128-065 128-065 127-189
R1 127-255 127-255 127-157 128-000
PP 127-035 127-035 127-035 127-068
S1 126-225 126-225 127-093 126-290
S2 126-005 126-005 127-061
S3 124-295 125-195 127-029
S4 123-265 124-165 126-252
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
5 128-145 126-135 2-010 1.6% 0-230 0.6% 48% False True 1,355,324
10 129-185 126-135 3-050 2.5% 0-222 0.5% 31% False True 1,366,550
20 129-310 126-135 3-175 2.8% 0-192 0.5% 27% False True 1,170,886
40 130-010 126-135 3-195 2.8% 0-195 0.5% 27% False True 1,078,484
60 130-010 125-295 4-035 3.2% 0-212 0.5% 36% False False 972,708
80 130-200 125-295 4-225 3.7% 0-225 0.6% 31% False False 730,877
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 132-052
2.618 130-121
1.618 129-091
1.000 128-195
0.618 128-061
HIGH 127-165
0.618 127-031
0.500 126-310
0.382 126-269
LOW 126-135
0.618 125-239
1.000 125-105
1.618 124-209
2.618 123-179
4.250 121-248
Fisher Pivots for day following 07-May-2015
Pivot 1 day 3 day
R1 127-080 127-104
PP 127-035 127-083
S1 126-310 127-062

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

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