ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 04-May-2015

Day Change Summary
	Previous	Current
	01-May-2015	04-May-2015	Change	Change %	Previous Week
Open	127-260	127-060	-0-200	-0.5%	129-020
High	127-260	127-160	-0-100	-0.2%	129-050
Low	127-060	127-020	-0-040	-0.1%	127-060
Close	127-070	127-060	-0-010	0.0%	127-070
Range	0-200	0-140	-0-060	-30.0%	1-310
ATR	0-151	0-150	-0-001	-0.5%	0-000
Volume	15,253	4,103	-11,150	-73.1%	46,001

Daily Pivots for day following 04-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-180	128-100	127-137
R3	128-040	127-280	127-098
R2	127-220	127-220	127-086
R1	127-140	127-140	127-073	127-130
PP	127-080	127-080	127-080	127-075
S1	127-000	127-000	127-047	126-310
S2	126-260	126-260	127-034
S3	126-120	126-180	127-022
S4	125-300	126-040	126-303

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	128-280	127-020	1-260	1.4%	0-196	0.5%	7%	False	True	9,127
10	129-100	127-020	2-080	1.8%	0-163	0.4%	6%	False	True	5,997
20	129-170	127-020	2-150	1.9%	0-125	0.3%	5%	False	True	3,785

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0-014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	129-115
2.618	128-207
1.618	128-067
1.000	127-300
0.618	127-247
HIGH	127-160
0.618	127-107
0.500	127-090
0.382	127-073
LOW	127-020
0.618	126-253
1.000	126-200
1.618	126-113
2.618	125-293
4.250	125-065

Fisher Pivots for day following 04-May-2015
Pivot	1 day	3 day
R1	127-090	127-200
PP	127-080	127-153
S1	127-070	127-107

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