ECBOT 10 Year T-Note Future June 2015

Trading Metrics calculated at close of trading on 08-Jun-2015

Day Change Summary
	Previous	Current
	05-Jun-2015	08-Jun-2015	Change	Change %	Previous Week
Open	126-220	125-280	-0-260	-0.6%	128-045
High	126-220	126-080	-0-140	-0.3%	128-095
Low	125-170	125-265	0-095	0.2%	125-170
Close	125-300	126-045	0-065	0.2%	125-300
Range	1-050	0-135	-0-235	-63.5%	2-245
ATR	0-241	0-233	-0-008	-3.1%	0-000
Volume	37,382	25,038	-12,344	-33.0%	511,517

Daily Pivots for day following 08-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-108	127-052	126-119
R3	126-293	126-237	126-082
R2	126-158	126-158	126-070
R1	126-102	126-102	126-057	126-130
PP	126-023	126-023	126-023	126-038
S1	125-287	125-287	126-033	125-315
S2	125-208	125-208	126-020
S3	125-073	125-152	126-008
S4	124-258	125-017	125-291

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	134-283	133-057	127-147
R3	132-038	130-132	126-223
R2	129-113	129-113	126-142
R1	127-207	127-207	126-061	127-038
PP	126-188	126-188	126-188	126-104
S1	124-282	124-282	125-219	124-112
S2	123-263	123-263	125-138
S3	121-018	122-037	125-057
S4	118-093	119-112	124-133

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-220	125-170	2-050	1.7%	0-279	0.7%	28%	False	False	74,081
10	128-105	125-170	2-255	2.2%	0-218	0.5%	22%	False	False	801,047
20	128-105	125-170	2-255	2.2%	0-240	0.6%	22%	False	False	1,135,030
40	129-310	125-170	4-140	3.5%	0-220	0.5%	14%	False	False	1,174,498
60	130-010	125-170	4-160	3.6%	0-211	0.5%	14%	False	False	1,100,776
80	130-010	125-170	4-160	3.6%	0-220	0.5%	14%	False	False	1,034,056
100	130-200	125-170	5-030	4.0%	0-229	0.6%	12%	False	False	828,487

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-037
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	128-014
2.618	127-113
1.618	126-298
1.000	126-215
0.618	126-163
HIGH	126-080
0.618	126-028
0.500	126-012
0.382	125-317
LOW	125-265
0.618	125-182
1.000	125-130
1.618	125-047
2.618	124-232
4.250	124-011

Fisher Pivots for day following 08-Jun-2015
Pivot	1 day	3 day
R1	126-034	126-055
PP	126-023	126-052
S1	126-012	126-048

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols