ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 125-295 126-085 0-110 0.3% 126-120
High 126-095 126-155 0-060 0.1% 126-125
Low 125-220 126-050 0-150 0.4% 125-100
Close 126-065 126-100 0-035 0.1% 126-040
Range 0-195 0-105 -0-090 -46.2% 1-025
ATR 0-245 0-235 -0-010 -4.1% 0-000
Volume 827,090 847,959 20,869 2.5% 4,782,208
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-097 127-043 126-158
R3 126-312 126-258 126-129
R2 126-207 126-207 126-119
R1 126-153 126-153 126-110 126-180
PP 126-102 126-102 126-102 126-115
S1 126-048 126-048 126-090 126-075
S2 125-317 125-317 126-081
S3 125-212 125-263 126-071
S4 125-107 125-158 126-042
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
5 126-155 125-220 0-255 0.6% 0-145 0.4% 78% True False 819,969
10 127-180 125-100 2-080 1.8% 0-212 0.5% 44% False False 971,402
20 127-190 124-290 2-220 2.1% 0-242 0.6% 52% False False 1,173,945
40 127-230 124-145 3-085 2.6% 0-236 0.6% 57% False False 1,270,104
60 128-280 124-145 4-135 3.5% 0-240 0.6% 42% False False 883,168
80 129-190 124-145 5-045 4.1% 0-206 0.5% 36% False False 662,769
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 False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 127-281
2.618 127-110
1.618 127-005
1.000 126-260
0.618 126-220
HIGH 126-155
0.618 126-115
0.500 126-102
0.382 126-090
LOW 126-050
0.618 125-305
1.000 125-265
1.618 125-200
2.618 125-095
4.250 124-244
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 126-102 126-076
PP 126-102 126-052
S1 126-101 126-028

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

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