ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 02-Jun-2015
Day Change Summary
Previous Current
01-Jun-2015 02-Jun-2015 Change Change % Previous Week
Open 128-045 127-220 -0-145 -0.4% 127-170
High 128-095 127-220 -0-195 -0.5% 128-105
Low 127-165 126-290 -0-195 -0.5% 127-105
Close 127-180 127-000 -0-180 -0.4% 128-100
Range 0-250 0-250 0-000 0.0% 1-000
ATR 0-213 0-216 0-003 1.2% 0-000
Volume 166,148 146,453 -19,695 -11.9% 7,473,924
Daily Pivots for day following 02-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-173 129-017 127-138
R3 128-243 128-087 127-069
R2 127-313 127-313 127-046
R1 127-157 127-157 127-023 127-110
PP 127-063 127-063 127-063 127-040
S1 126-227 126-227 126-297 126-180
S2 126-133 126-133 126-274
S3 125-203 125-297 126-251
S4 124-273 125-047 126-182
Weekly Pivots for week ending 29-May-2015
Classic Woodie Camarilla DeMark
R4 130-317 130-208 128-276
R3 129-317 129-208 128-188
R2 128-317 128-317 128-159
R1 128-208 128-208 128-129 128-262
PP 127-317 127-317 127-317 128-024
S1 127-208 127-208 128-071 127-262
S2 126-317 126-317 128-041
S3 125-317 126-208 128-012
S4 124-317 125-208 127-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-105 126-290 1-135 1.1% 0-168 0.4% 7% False True 1,061,636
10 128-105 126-250 1-175 1.2% 0-197 0.5% 14% False False 1,336,425
20 128-105 126-065 2-040 1.7% 0-236 0.6% 38% False False 1,457,988
40 129-310 126-065 3-245 3.0% 0-207 0.5% 21% False False 1,257,374
60 130-010 125-305 4-025 3.2% 0-206 0.5% 26% False False 1,184,240
80 130-010 125-295 4-035 3.2% 0-219 0.5% 26% False False 1,031,889
100 130-200 125-295 4-225 3.7% 0-223 0.5% 23% False False 826,308
Crabel Price Patterns
NR False
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 0-042
Fibonacci Retracements and Extensions
4.250 131-002
2.618 129-234
1.618 128-304
1.000 128-150
0.618 128-054
HIGH 127-220
0.618 127-124
0.500 127-095
0.382 127-066
LOW 126-290
0.618 126-136
1.000 126-040
1.618 125-206
2.618 124-276
4.250 123-188
Fisher Pivots for day following 02-Jun-2015
Pivot 1 day 3 day
R1 127-095 127-198
PP 127-063 127-132
S1 127-032 127-066

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

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