ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 19-Jun-2015
Day Change Summary
Previous Current
18-Jun-2015 19-Jun-2015 Change Change % Previous Week
Open 126-025 125-315 -0-030 -0.1% 125-145
High 126-180 126-205 0-025 0.1% 126-205
Low 125-185 125-305 0-120 0.3% 125-060
Close 125-275 126-185 0-230 0.6% 126-185
Range 0-315 0-220 -0-095 -30.2% 1-145
ATR 0-239 0-240 0-001 0.3% 0-000
Volume 1,599,281 957,045 -642,236 -40.2% 5,771,179
Daily Pivots for day following 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-145 128-065 126-306
R3 127-245 127-165 126-246
R2 127-025 127-025 126-225
R1 126-265 126-265 126-205 126-305
PP 126-125 126-125 126-125 126-145
S1 126-045 126-045 126-165 126-085
S2 125-225 125-225 126-145
S3 125-005 125-145 126-124
S4 124-105 124-245 126-064
Weekly Pivots for week ending 19-Jun-2015
Classic Woodie Camarilla DeMark
R4 130-158 129-317 127-121
R3 129-013 128-172 126-313
R2 127-188 127-188 126-270
R1 127-027 127-027 126-228 127-108
PP 126-043 126-043 126-043 126-084
S1 125-202 125-202 126-142 125-282
S2 124-218 124-218 126-100
S3 123-073 124-057 126-057
S4 121-248 122-232 125-249
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-205 125-060 1-145 1.1% 0-237 0.6% 96% True False 1,154,235
10 126-205 124-145 2-060 1.7% 0-224 0.6% 97% True False 1,202,599
20 127-230 124-145 3-085 2.6% 0-234 0.6% 65% False False 1,340,080
40 129-050 124-145 4-225 3.7% 0-234 0.6% 45% False False 681,266
60 129-190 124-145 5-045 4.1% 0-190 0.5% 41% False False 454,538
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 0-056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-180
2.618 128-141
1.618 127-241
1.000 127-105
0.618 127-021
HIGH 126-205
0.618 126-121
0.500 126-095
0.382 126-069
LOW 125-305
0.618 125-169
1.000 125-085
1.618 124-269
2.618 124-049
4.250 123-010
Fisher Pivots for day following 19-Jun-2015
Pivot 1 day 3 day
R1 126-155 126-114
PP 126-125 126-043
S1 126-095 125-292

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

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