ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 01-May-2015
Day Change Summary
Previous Current
30-Apr-2015 01-May-2015 Change Change % Previous Week
Open 128-050 127-260 -0-110 -0.3% 129-020
High 128-060 127-260 -0-120 -0.3% 129-050
Low 127-090 127-060 -0-030 -0.1% 127-060
Close 127-280 127-070 -0-210 -0.5% 127-070
Range 0-290 0-200 -0-090 -31.0% 1-310
ATR 0-145 0-151 0-005 3.7% 0-000
Volume 17,847 15,253 -2,594 -14.5% 46,001
Daily Pivots for day following 01-May-2015
Classic Woodie Camarilla DeMark
R4 129-090 128-280 127-180
R3 128-210 128-080 127-125
R2 128-010 128-010 127-107
R1 127-200 127-200 127-088 127-165
PP 127-130 127-130 127-130 127-112
S1 127-000 127-000 127-052 126-285
S2 126-250 126-250 127-033
S3 126-050 126-120 127-015
S4 125-170 125-240 126-280
Weekly Pivots for week ending 01-May-2015
Classic Woodie Camarilla DeMark
R4 133-243 132-147 128-096
R3 131-253 130-157 127-243
R2 129-263 129-263 127-186
R1 128-167 128-167 127-128 128-060
PP 127-273 127-273 127-273 127-220
S1 126-177 126-177 127-012 126-070
S2 125-283 125-283 126-274
S3 123-293 124-187 126-217
S4 121-303 122-197 126-044
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-050 127-060 1-310 1.5% 0-194 0.5% 2% False True 9,200
10 129-100 127-060 2-040 1.7% 0-151 0.4% 1% False True 5,638
20 129-170 127-060 2-110 1.8% 0-126 0.3% 1% False True 3,629
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 False
Stretch 0-010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-150
2.618 129-144
1.618 128-264
1.000 128-140
0.618 128-064
HIGH 127-260
0.618 127-184
0.500 127-160
0.382 127-136
LOW 127-060
0.618 126-256
1.000 126-180
1.618 126-056
2.618 125-176
4.250 124-170
Fisher Pivots for day following 01-May-2015
Pivot 1 day 3 day
R1 127-160 127-250
PP 127-130 127-190
S1 127-100 127-130

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

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