ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 23-Jun-2015
Day Change Summary
Previous Current
22-Jun-2015 23-Jun-2015 Change Change % Previous Week
Open 126-140 125-235 -0-225 -0.6% 125-145
High 126-155 125-255 -0-220 -0.5% 126-205
Low 125-220 125-090 -0-130 -0.3% 125-060
Close 125-265 125-145 -0-120 -0.3% 126-185
Range 0-255 0-165 -0-090 -35.3% 1-145
ATR 0-243 0-238 -0-005 -2.0% 0-000
Volume 1,067,060 1,203,581 136,521 12.8% 5,771,179
Daily Pivots for day following 23-Jun-2015
Classic Woodie Camarilla DeMark
R4 127-018 126-247 125-236
R3 126-173 126-082 125-190
R2 126-008 126-008 125-175
R1 125-237 125-237 125-160 125-200
PP 125-163 125-163 125-163 125-145
S1 125-072 125-072 125-130 125-035
S2 124-318 124-318 125-115
S3 124-153 124-227 125-100
S4 123-308 124-062 125-054
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% 0-257 0.6% 18% False False 1,210,059
10 126-205 124-145 2-060 1.7% 0-226 0.6% 46% False False 1,225,507
20 127-230 124-145 3-085 2.6% 0-232 0.6% 31% False False 1,366,263
40 128-280 124-145 4-135 3.5% 0-238 0.6% 23% False False 737,779
60 129-190 124-145 5-045 4.1% 0-194 0.5% 19% False False 492,378
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-048
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 127-316
2.618 127-047
1.618 126-202
1.000 126-100
0.618 126-037
HIGH 125-255
0.618 125-192
0.500 125-172
0.382 125-153
LOW 125-090
0.618 124-308
1.000 124-245
1.618 124-143
2.618 123-298
4.250 123-029
Fisher Pivots for day following 23-Jun-2015
Pivot 1 day 3 day
R1 125-172 125-308
PP 125-163 125-253
S1 125-154 125-199

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

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