ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 125-295 125-020 -0-275 -0.7% 127-155
High 125-300 125-145 -0-155 -0.4% 127-215
Low 124-220 124-315 0-095 0.2% 124-220
Close 125-035 125-110 0-075 0.2% 125-035
Range 1-080 0-150 -0-250 -62.5% 2-315
ATR 0-242 0-235 -0-007 -2.7% 0-000
Volume 1,602,854 891,268 -711,586 -44.4% 7,929,980
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 126-213 126-152 125-192
R3 126-063 126-002 125-151
R2 125-233 125-233 125-138
R1 125-172 125-172 125-124 125-202
PP 125-083 125-083 125-083 125-099
S1 125-022 125-022 125-096 125-052
S2 124-253 124-253 125-082
S3 124-103 124-192 125-069
S4 123-273 124-042 125-028
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 134-248 132-297 126-240
R3 131-253 129-302 125-298
R2 128-258 128-258 125-210
R1 126-307 126-307 125-123 126-125
PP 125-263 125-263 125-263 125-172
S1 123-312 123-312 124-267 123-130
S2 122-268 122-268 124-180
S3 119-273 120-317 124-092
S4 116-278 118-002 123-150
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-010 124-220 2-110 1.9% 0-299 0.7% 28% False False 1,529,661
10 127-230 124-220 3-010 2.4% 0-234 0.6% 22% False False 1,533,500
20 127-230 124-220 3-010 2.4% 0-252 0.6% 22% False False 800,135
40 129-170 124-220 4-270 3.9% 0-208 0.5% 14% False False 403,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 127-142
2.618 126-218
1.618 126-068
1.000 125-295
0.618 125-238
HIGH 125-145
0.618 125-088
0.500 125-070
0.382 125-052
LOW 124-315
0.618 124-222
1.000 124-165
1.618 124-072
2.618 123-242
4.250 122-318
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 125-097 125-120
PP 125-083 125-117
S1 125-070 125-113

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

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