ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 126-165 126-120 -0-045 -0.1% 127-000
High 126-170 126-120 -0-050 -0.1% 127-190
Low 125-220 125-100 -0-120 -0.3% 125-220
Close 125-235 125-190 -0-045 -0.1% 125-235
Range 0-270 1-020 0-070 25.9% 1-290
ATR 0-279 0-283 0-004 1.6% 0-000
Volume 1,316,196 1,158,434 -157,762 -12.0% 6,885,223
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-303 128-107 126-057
R3 127-283 127-087 125-284
R2 126-263 126-263 125-252
R1 126-067 126-067 125-221 125-315
PP 125-243 125-243 125-243 125-208
S1 125-047 125-047 125-159 124-295
S2 124-223 124-223 125-128
S3 123-203 124-027 125-096
S4 122-183 123-007 125-003
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 132-018 130-257 126-250
R3 130-048 128-287 126-083
R2 128-078 128-078 126-027
R1 126-317 126-317 125-291 126-212
PP 126-108 126-108 126-108 126-056
S1 125-027 125-027 125-179 124-242
S2 124-138 124-138 125-123
S3 122-168 123-057 125-067
S4 120-198 121-087 124-220
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-190 125-100 2-090 1.8% 0-307 0.8% 12% False True 1,331,376
10 127-190 125-050 2-140 1.9% 0-312 0.8% 18% False False 1,391,338
20 127-190 124-290 2-220 2.1% 0-263 0.7% 26% False False 1,272,616
40 127-230 124-145 3-085 2.6% 0-250 0.6% 35% False False 1,168,433
60 129-170 124-145 5-025 4.0% 0-234 0.6% 22% False False 782,326
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-285
2.618 129-050
1.618 128-030
1.000 127-140
0.618 127-010
HIGH 126-120
0.618 125-310
0.500 125-270
0.382 125-230
LOW 125-100
0.618 124-210
1.000 124-080
1.618 123-190
2.618 122-170
4.250 120-255
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 125-270 126-140
PP 125-243 126-050
S1 125-217 125-280

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

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