ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 01-Jun-2015

Day Change Summary
	Previous	Current
	29-May-2015	01-Jun-2015	Change	Change %	Previous Week
Open	127-105	127-155	0-050	0.1%	126-255
High	127-230	127-215	-0-015	0.0%	127-230
Low	127-090	126-275	-0-135	-0.3%	126-210
Close	127-220	126-290	-0-250	-0.6%	127-220
Range	0-140	0-260	0-120	85.7%	1-020
ATR	0-203	0-208	0-004	2.2%	0-000
Volume	1,339,840	1,172,943	-166,897	-12.5%	6,513,758

Daily Pivots for day following 01-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-187	129-018	127-113
R3	128-247	128-078	127-042
R2	127-307	127-307	127-018
R1	127-138	127-138	126-314	127-092
PP	127-047	127-047	127-047	127-024
S1	126-198	126-198	126-266	126-152
S2	126-107	126-107	126-242
S3	125-167	125-258	126-218
S4	124-227	124-318	126-147

Weekly Pivots for week ending 29-May-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-173	130-057	128-087
R3	129-153	129-037	127-314
R2	128-133	128-133	127-282
R1	128-017	128-017	127-251	128-075
PP	127-113	127-113	127-113	127-142
S1	126-317	126-317	127-189	127-055
S2	126-093	126-093	127-158
S3	125-073	125-297	127-126
S4	124-053	124-277	127-033

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-230	126-210	1-020	0.8%	0-169	0.4%	24%	False	False	1,537,340
10	127-230	126-020	1-210	1.3%	0-206	0.5%	51%	False	False	825,683
20	127-230	125-130	2-100	1.8%	0-235	0.6%	65%	False	False	420,799
40	129-170	125-130	4-040	3.3%	0-181	0.4%	36%	False	False	212,214

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-044
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	131-040
2.618	129-256
1.618	128-316
1.000	128-155
0.618	128-056
HIGH	127-215
0.618	127-116
0.500	127-085
0.382	127-054
LOW	126-275
0.618	126-114
1.000	126-015
1.618	125-174
2.618	124-234
4.250	123-130

Fisher Pivots for day following 01-Jun-2015
Pivot	1 day	3 day
R1	127-085	127-092
PP	127-047	127-052
S1	127-008	127-011

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