ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 19-May-2015
Day Change Summary
Previous Current
18-May-2015 19-May-2015 Change Change % Previous Week
Open 127-310 127-095 -0-215 -0.5% 127-255
High 128-030 127-245 -0-105 -0.3% 128-045
Low 127-085 126-250 -0-155 -0.4% 126-065
Close 127-120 127-010 -0-110 -0.3% 128-010
Range 0-265 0-315 0-050 18.9% 1-300
ATR 0-237 0-242 0-006 2.4% 0-000
Volume 1,040,118 1,691,402 651,284 62.6% 8,072,280
Daily Pivots for day following 19-May-2015
Classic Woodie Camarilla DeMark
R4 130-047 129-183 127-183
R3 129-052 128-188 127-097
R2 128-057 128-057 127-068
R1 127-193 127-193 127-039 127-128
PP 127-062 127-062 127-062 127-029
S1 126-198 126-198 126-301 126-132
S2 126-067 126-067 126-272
S3 125-072 125-203 126-243
S4 124-077 124-208 126-157
Weekly Pivots for week ending 15-May-2015
Classic Woodie Camarilla DeMark
R4 133-087 132-188 129-031
R3 131-107 130-208 128-180
R2 129-127 129-127 128-124
R1 128-228 128-228 128-067 129-018
PP 127-147 127-147 127-147 127-201
S1 126-248 126-248 127-273 127-038
S2 125-167 125-167 127-216
S3 123-187 124-268 127-160
S4 121-207 122-288 126-309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-045 126-250 1-115 1.1% 0-256 0.6% 18% False True 1,474,980
10 128-065 126-065 2-000 1.6% 0-284 0.7% 41% False False 1,598,407
20 129-185 126-065 3-120 2.7% 0-247 0.6% 25% False False 1,426,725
40 130-010 126-065 3-265 3.0% 0-209 0.5% 22% False False 1,182,495
60 130-010 125-295 4-035 3.2% 0-215 0.5% 27% False False 1,173,501
80 130-200 125-295 4-225 3.7% 0-226 0.6% 24% False False 886,771
100 130-200 125-050 5-150 4.3% 0-216 0.5% 34% False False 709,648
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 0-070
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-304
2.618 130-110
1.618 129-115
1.000 128-240
0.618 128-120
HIGH 127-245
0.618 127-125
0.500 127-088
0.382 127-050
LOW 126-250
0.618 126-055
1.000 125-255
1.618 125-060
2.618 124-065
4.250 122-191
Fisher Pivots for day following 19-May-2015
Pivot 1 day 3 day
R1 127-088 127-148
PP 127-062 127-102
S1 127-036 127-056

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

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