ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-Jun-2015
Day Change Summary
Previous Current
19-Jun-2015 22-Jun-2015 Change Change % Previous Week
Open 125-315 126-140 0-145 0.4% 125-145
High 126-205 126-155 -0-050 -0.1% 126-205
Low 125-305 125-220 -0-085 -0.2% 125-060
Close 126-185 125-265 -0-240 -0.6% 126-185
Range 0-220 0-255 0-035 15.9% 1-145
ATR 0-240 0-243 0-003 1.3% 0-000
Volume 957,045 1,067,060 110,015 11.5% 5,771,179
Daily Pivots for day following 22-Jun-2015
Classic Woodie Camarilla DeMark
R4 128-125 127-290 126-085
R3 127-190 127-035 126-015
R2 126-255 126-255 125-312
R1 126-100 126-100 125-288 126-050
PP 126-000 126-000 126-000 125-295
S1 125-165 125-165 125-242 125-115
S2 125-065 125-065 125-218
S3 124-130 124-230 125-195
S4 123-195 123-295 125-125
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 1.2% 0-250 0.6% 44% False False 1,152,923
10 126-205 124-145 2-060 1.7% 0-234 0.6% 63% False False 1,220,178
20 127-230 124-145 3-085 2.6% 0-234 0.6% 42% False False 1,376,839
40 129-050 124-145 4-225 3.7% 0-238 0.6% 29% False False 707,801
60 129-190 124-145 5-045 4.1% 0-192 0.5% 27% False False 472,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-055
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-279
2.618 128-183
1.618 127-248
1.000 127-090
0.618 126-313
HIGH 126-155
0.618 126-058
0.500 126-028
0.382 125-317
LOW 125-220
0.618 125-062
1.000 124-285
1.618 124-127
2.618 123-192
4.250 122-096
Fisher Pivots for day following 22-Jun-2015
Pivot 1 day 3 day
R1 126-028 126-035
PP 126-000 126-005
S1 125-292 125-295

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

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