ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 12-Jun-2015
Day Change Summary
Previous Current
11-Jun-2015 12-Jun-2015 Change Change % Previous Week
Open 125-180 126-070 0-210 0.5% 125-280
High 126-050 126-150 0-100 0.2% 126-150
Low 125-100 125-290 0-190 0.5% 125-100
Close 126-045 126-030 -0-015 0.0% 126-030
Range 0-270 0-180 -0-090 -33.3% 1-050
ATR 0-232 0-228 -0-004 -1.6% 0-000
Volume 15,557 31,831 16,274 104.6% 103,518
Daily Pivots for day following 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-270 127-170 126-129
R3 127-090 126-310 126-080
R2 126-230 126-230 126-063
R1 126-130 126-130 126-046 126-090
PP 126-050 126-050 126-050 126-030
S1 125-270 125-270 126-014 125-230
S2 125-190 125-190 125-317
S3 125-010 125-090 125-300
S4 124-150 124-230 125-251
Weekly Pivots for week ending 12-Jun-2015
Classic Woodie Camarilla DeMark
R4 129-137 128-293 126-234
R3 128-087 127-243 126-132
R2 127-037 127-037 126-098
R1 126-193 126-193 126-064 126-275
PP 125-307 125-307 125-307 126-028
S1 125-143 125-143 125-316 125-225
S2 124-257 124-257 125-282
S3 123-207 124-093 125-248
S4 122-157 123-043 125-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-150 125-100 1-050 0.9% 0-190 0.5% 68% True False 20,703
10 128-095 125-100 2-315 2.4% 0-246 0.6% 26% False False 61,503
20 128-105 125-100 3-005 2.4% 0-222 0.5% 26% False False 795,981
40 129-310 125-100 4-210 3.7% 0-225 0.6% 17% False False 1,079,590
60 130-010 125-100 4-230 3.7% 0-209 0.5% 17% False False 1,036,206
80 130-010 125-100 4-230 3.7% 0-215 0.5% 17% False False 1,033,584
100 130-200 125-100 5-100 4.2% 0-225 0.6% 15% False False 829,208
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 True
Stretch 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-275
2.618 127-301
1.618 127-121
1.000 127-010
0.618 126-261
HIGH 126-150
0.618 126-081
0.500 126-060
0.382 126-039
LOW 125-290
0.618 125-179
1.000 125-110
1.618 124-319
2.618 124-139
4.250 123-165
Fisher Pivots for day following 12-Jun-2015
Pivot 1 day 3 day
R1 126-060 126-008
PP 126-050 125-307
S1 126-040 125-285

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

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