ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 126-045 126-040 -0-005 0.0% 126-120
High 126-100 126-050 -0-050 -0.1% 126-125
Low 125-285 125-225 -0-060 -0.1% 125-100
Close 126-040 125-285 -0-075 -0.2% 126-040
Range 0-135 0-145 0-010 7.4% 1-025
ATR 0-257 0-249 -0-008 -3.1% 0-000
Volume 758,364 769,583 11,219 1.5% 4,782,208
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-088 127-012 126-045
R3 126-263 126-187 126-005
R2 126-118 126-118 125-312
R1 126-042 126-042 125-298 126-008
PP 125-293 125-293 125-293 125-276
S1 125-217 125-217 125-272 125-182
S2 125-148 125-148 125-258
S3 125-003 125-072 125-245
S4 124-178 124-247 125-205
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
5 126-125 125-135 0-310 0.8% 0-174 0.4% 48% False False 878,671
10 127-190 125-100 2-090 1.8% 0-240 0.6% 25% False False 1,105,023
20 127-190 124-290 2-220 2.1% 0-248 0.6% 37% False False 1,203,725
40 127-230 124-145 3-085 2.6% 0-241 0.6% 44% False False 1,271,902
60 129-050 124-145 4-225 3.7% 0-238 0.6% 31% False False 855,419
80 129-190 124-145 5-045 4.1% 0-204 0.5% 28% False False 641,835
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-026
2.618 127-110
1.618 126-285
1.000 126-195
0.618 126-140
HIGH 126-050
0.618 125-315
0.500 125-298
0.382 125-280
LOW 125-225
0.618 125-135
1.000 125-080
1.618 124-310
2.618 124-165
4.250 123-249
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 125-298 126-002
PP 125-293 125-310
S1 125-289 125-298

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

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