ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 125-310 125-150 -0-160 -0.4% 126-140
High 126-010 126-035 0-025 0.1% 126-155
Low 125-090 125-050 -0-040 -0.1% 124-290
Close 125-150 125-280 0-130 0.3% 125-005
Range 0-240 0-305 0-065 27.1% 1-185
ATR 0-252 0-256 0-004 1.5% 0-000
Volume 1,261,615 1,206,973 -54,642 -4.3% 5,767,765
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-183 128-057 126-128
R3 127-198 127-072 126-044
R2 126-213 126-213 126-016
R1 126-087 126-087 125-308 126-150
PP 125-228 125-228 125-228 125-260
S1 125-102 125-102 125-252 125-165
S2 124-243 124-243 125-224
S3 123-258 124-117 125-196
S4 122-273 123-132 125-112
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 130-065 129-060 125-283
R3 128-200 127-195 125-144
R2 127-015 127-015 125-098
R1 126-010 126-010 125-051 125-240
PP 125-150 125-150 125-150 125-105
S1 124-145 124-145 124-279 124-055
S2 123-285 123-285 124-232
S3 122-100 122-280 124-186
S4 120-235 121-095 124-047
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-290 124-290 2-000 1.6% 0-276 0.7% 48% False False 1,389,313
10 126-290 124-290 2-000 1.6% 0-234 0.6% 48% False False 1,259,453
20 126-290 124-145 2-145 1.9% 0-238 0.6% 58% False False 1,263,317
40 127-230 124-145 3-085 2.6% 0-246 0.6% 44% False False 970,116
60 129-170 124-145 5-025 4.0% 0-211 0.5% 28% False False 648,422
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-051
2.618 128-193
1.618 127-208
1.000 127-020
0.618 126-223
HIGH 126-035
0.618 125-238
0.500 125-202
0.382 125-167
LOW 125-050
0.618 124-182
1.000 124-065
1.618 123-197
2.618 122-212
4.250 121-034
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 125-254 125-269
PP 125-228 125-258
S1 125-202 125-248

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

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