ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 126-080 126-045 -0-035 -0.1% 126-120
High 126-100 126-100 0-000 0.0% 126-125
Low 125-275 125-285 0-010 0.0% 125-100
Close 126-055 126-040 -0-015 0.0% 126-040
Range 0-145 0-135 -0-010 -6.9% 1-025
ATR 0-266 0-257 -0-009 -3.5% 0-000
Volume 896,853 758,364 -138,489 -15.4% 4,782,208
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-120 127-055 126-114
R3 126-305 126-240 126-077
R2 126-170 126-170 126-065
R1 126-105 126-105 126-052 126-070
PP 126-035 126-035 126-035 126-018
S1 125-290 125-290 126-028 125-255
S2 125-220 125-220 126-015
S3 125-085 125-155 126-003
S4 124-270 125-020 125-286
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 129-057 128-233 126-230
R3 128-032 127-208 126-135
R2 127-007 127-007 126-103
R1 126-183 126-183 126-072 126-082
PP 125-302 125-302 125-302 125-251
S1 125-158 125-158 126-008 125-058
S2 124-277 124-277 125-297
S3 123-252 124-133 125-265
S4 122-227 123-108 125-170
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-125 125-100 1-025 0.9% 0-213 0.5% 75% False False 956,441
10 127-190 125-100 2-090 1.8% 0-269 0.7% 36% False False 1,166,743
20 127-190 124-290 2-220 2.1% 0-251 0.6% 45% False False 1,213,098
40 127-230 124-145 3-085 2.6% 0-242 0.6% 51% False False 1,254,935
60 129-050 124-145 4-225 3.7% 0-238 0.6% 36% False False 842,635
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 128-034
2.618 127-133
1.618 126-318
1.000 126-235
0.618 126-183
HIGH 126-100
0.618 126-048
0.500 126-032
0.382 126-017
LOW 125-285
0.618 125-202
1.000 125-150
1.618 125-067
2.618 124-252
4.250 124-031
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 126-038 126-027
PP 126-035 126-013
S1 126-032 126-000

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

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