ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 126-090 126-190 0-100 0.2% 126-040
High 126-220 126-280 0-060 0.1% 126-280
Low 126-040 126-175 0-135 0.3% 125-220
Close 126-195 126-230 0-035 0.1% 126-230
Range 0-180 0-105 -0-075 -41.7% 1-060
ATR 0-231 0-222 -0-009 -3.9% 0-000
Volume 955,338 873,572 -81,766 -8.6% 4,273,542
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-223 127-172 126-288
R3 127-118 127-067 126-259
R2 127-013 127-013 126-249
R1 126-282 126-282 126-240 126-308
PP 126-228 126-228 126-228 126-241
S1 126-177 126-177 126-220 126-202
S2 126-123 126-123 126-211
S3 126-018 126-072 126-201
S4 125-233 125-287 126-172
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 129-317 129-173 127-119
R3 128-257 128-113 127-014
R2 127-197 127-197 126-300
R1 127-053 127-053 126-265 127-125
PP 126-137 126-137 126-137 126-172
S1 125-313 125-313 126-195 126-065
S2 125-077 125-077 126-160
S3 124-017 124-253 126-126
S4 122-277 123-193 126-021
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-280 125-220 1-060 0.9% 0-146 0.4% 87% True False 854,708
10 126-280 125-100 1-180 1.2% 0-180 0.4% 90% True False 905,575
20 127-190 124-290 2-220 2.1% 0-240 0.6% 67% False False 1,144,377
40 127-230 124-145 3-085 2.6% 0-238 0.6% 69% False False 1,221,857
60 128-060 124-145 3-235 2.9% 0-238 0.6% 61% False False 913,509
80 129-190 124-145 5-045 4.1% 0-209 0.5% 44% False False 685,630
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-086
2.618 127-235
1.618 127-130
1.000 127-065
0.618 127-025
HIGH 126-280
0.618 126-240
0.500 126-228
0.382 126-215
LOW 126-175
0.618 126-110
1.000 126-070
1.618 126-005
2.618 125-220
4.250 125-049
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 126-229 126-207
PP 126-228 126-183
S1 126-228 126-160

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

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