ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 126-295 126-235 -0-060 -0.1% 126-040
High 126-315 126-290 -0-025 -0.1% 126-280
Low 126-200 126-110 -0-090 -0.2% 125-220
Close 126-260 126-270 0-010 0.0% 126-230
Range 0-115 0-180 0-065 56.5% 1-060
ATR 0-207 0-205 -0-002 -0.9% 0-000
Volume 829,278 1,231,278 402,000 48.5% 4,273,542
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-123 128-057 127-049
R3 127-263 127-197 127-000
R2 127-083 127-083 126-303
R1 127-017 127-017 126-286 127-050
PP 126-223 126-223 126-223 126-240
S1 126-157 126-157 126-254 126-190
S2 126-043 126-043 126-237
S3 125-183 125-297 126-220
S4 125-003 125-117 126-171
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
5 127-090 126-110 0-300 0.7% 0-140 0.3% 53% False True 916,182
10 127-090 125-220 1-190 1.3% 0-146 0.4% 73% False False 873,924
20 127-190 125-050 2-140 1.9% 0-216 0.5% 69% False False 1,042,764
40 127-190 124-145 3-045 2.5% 0-228 0.6% 76% False False 1,169,058
60 127-230 124-145 3-085 2.6% 0-234 0.6% 73% False False 974,617
80 129-170 124-145 5-025 4.0% 0-209 0.5% 47% False False 731,921
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 129-095
2.618 128-121
1.618 127-261
1.000 127-150
0.618 127-081
HIGH 126-290
0.618 126-221
0.500 126-200
0.382 126-179
LOW 126-110
0.618 125-319
1.000 125-250
1.618 125-139
2.618 124-279
4.250 123-305
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 126-247 126-264
PP 126-223 126-258
S1 126-200 126-252

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

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