ECBOT 10 Year T-Note Future June 2015


Trading Metrics calculated at close of trading on 16-Jun-2015
Day Change Summary
Previous Current
15-Jun-2015 16-Jun-2015 Change Change % Previous Week
Open 126-080 126-135 0-055 0.1% 125-280
High 126-180 126-225 0-045 0.1% 126-150
Low 126-075 126-115 0-040 0.1% 125-100
Close 126-115 126-205 0-090 0.2% 126-030
Range 0-105 0-110 0-005 4.8% 1-050
ATR 0-222 0-214 -0-008 -3.6% 0-000
Volume 10,053 15,513 5,460 54.3% 103,518
Daily Pivots for day following 16-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-192 127-148 126-266
R3 127-082 127-038 126-235
R2 126-292 126-292 126-225
R1 126-248 126-248 126-215 126-270
PP 126-182 126-182 126-182 126-192
S1 126-138 126-138 126-195 126-160
S2 126-072 126-072 126-185
S3 125-282 126-028 126-175
S4 125-172 125-238 126-144
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
5 126-225 125-100 1-125 1.1% 0-160 0.4% 96% True False 18,368
10 127-030 125-100 1-250 1.4% 0-218 0.5% 75% False False 32,800
20 128-105 125-100 3-005 2.4% 0-207 0.5% 44% False False 684,612
40 129-230 125-100 4-130 3.5% 0-222 0.5% 30% False False 1,031,072
60 130-010 125-100 4-230 3.7% 0-205 0.5% 28% False False 1,000,767
80 130-010 125-100 4-230 3.7% 0-211 0.5% 28% False False 1,032,204
100 130-200 125-100 5-100 4.2% 0-221 0.5% 25% False False 829,432
120 130-200 125-050 5-150 4.3% 0-212 0.5% 27% False False 691,381
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-052
2.618 127-193
1.618 127-083
1.000 127-015
0.618 126-293
HIGH 126-225
0.618 126-183
0.500 126-170
0.382 126-157
LOW 126-115
0.618 126-047
1.000 126-005
1.618 125-257
2.618 125-147
4.250 124-288
Fisher Pivots for day following 16-Jun-2015
Pivot 1 day 3 day
R1 126-193 126-169
PP 126-182 126-133
S1 126-170 126-098

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

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