ECBOT 10 Year T-Note Future September 2015

Trading Metrics calculated at close of trading on 10-Jun-2015

Day Change Summary
	Previous	Current
	09-Jun-2015	10-Jun-2015	Change	Change %	Previous Week
Open	125-105	124-295	-0-130	-0.3%	127-155
High	125-190	125-000	-0-190	-0.5%	127-215
Low	124-255	124-165	-0-090	-0.2%	124-220
Close	125-035	124-210	-0-145	-0.4%	125-035
Range	0-255	0-155	-0-100	-39.2%	2-315
ATR	0-236	0-233	-0-003	-1.4%	0-000
Volume	1,150,298	1,409,410	259,112	22.5%	7,929,980

Daily Pivots for day following 10-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	126-057	125-288	124-295
R3	125-222	125-133	124-253
R2	125-067	125-067	124-238
R1	124-298	124-298	124-224	124-265
PP	124-232	124-232	124-232	124-215
S1	124-143	124-143	124-196	124-110
S2	124-077	124-077	124-182
S3	123-242	123-308	124-167
S4	123-087	123-153	124-125

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	126-020	124-165	1-175	1.2%	0-261	0.7%	9%	False	True	1,380,306
10	127-230	124-165	3-065	2.6%	0-240	0.6%	4%	False	True	1,440,301
20	127-230	124-165	3-065	2.6%	0-234	0.6%	4%	False	True	926,880
40	129-170	124-165	5-005	4.0%	0-210	0.5%	3%	False	True	467,271

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	127-019
2.618	126-086
1.618	125-251
1.000	125-155
0.618	125-096
HIGH	125-000
0.618	124-261
0.500	124-242
0.382	124-224
LOW	124-165
0.618	124-069
1.000	124-010
1.618	123-234
2.618	123-079
4.250	122-146

Fisher Pivots for day following 10-Jun-2015
Pivot	1 day	3 day
R1	124-242	125-018
PP	124-232	124-295
S1	124-221	124-252

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