ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 21-Apr-2015
Day Change Summary
Previous Current
20-Apr-2015 21-Apr-2015 Change Change % Previous Week
Open 129-060 129-100 0-040 0.1% 128-170
High 129-060 129-100 0-040 0.1% 129-170
Low 129-040 128-310 -0-050 -0.1% 128-060
Close 129-050 128-310 -0-060 -0.1% 129-140
Range 0-020 0-110 0-090 450.0% 1-110
ATR 0-118 0-117 -0-001 -0.5% 0-000
Volume 510 792 282 55.3% 11,485
Daily Pivots for day following 21-Apr-2015
Classic Woodie Camarilla DeMark
R4 130-037 129-283 129-050
R3 129-247 129-173 129-020
R2 129-137 129-137 129-010
R1 129-063 129-063 129-000 129-045
PP 129-027 129-027 129-027 129-018
S1 128-273 128-273 128-300 128-255
S2 128-237 128-237 128-290
S3 128-127 128-163 128-280
S4 128-017 128-053 128-250
Weekly Pivots for week ending 17-Apr-2015
Classic Woodie Camarilla DeMark
R4 133-027 132-193 130-056
R3 131-237 131-083 129-258
R2 130-127 130-127 129-219
R1 129-293 129-293 129-179 130-050
PP 129-017 129-017 129-017 129-055
S1 128-183 128-183 129-101 128-260
S2 127-227 127-227 129-061
S3 126-117 127-073 129-022
S4 125-007 125-283 128-224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-170 128-290 0-200 0.5% 0-084 0.2% 10% False False 2,355
10 129-170 128-060 1-110 1.0% 0-093 0.2% 58% False False 1,379
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-248
2.618 130-068
1.618 129-278
1.000 129-210
0.618 129-168
HIGH 129-100
0.618 129-058
0.500 129-045
0.382 129-032
LOW 128-310
0.618 128-242
1.000 128-200
1.618 128-132
2.618 128-022
4.250 127-162
Fisher Pivots for day following 21-Apr-2015
Pivot 1 day 3 day
R1 129-045 129-080
PP 129-027 129-050
S1 129-008 129-020

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

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