ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 126-235 126-275 0-040 0.1% 126-250
High 126-290 127-200 0-230 0.6% 127-200
Low 126-110 126-205 0-095 0.2% 126-110
Close 126-270 127-140 0-190 0.5% 127-140
Range 0-180 0-315 0-135 75.0% 1-090
ATR 0-205 0-213 0-008 3.9% 0-000
Volume 1,231,278 1,419,755 188,477 15.3% 5,127,096
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-060 129-255 127-313
R3 129-065 128-260 127-227
R2 128-070 128-070 127-198
R1 127-265 127-265 127-169 128-008
PP 127-075 127-075 127-075 127-106
S1 126-270 126-270 127-111 127-012
S2 126-080 126-080 127-082
S3 125-085 125-275 127-053
S4 124-090 124-280 126-287
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-313 130-157 128-046
R3 129-223 129-067 127-253
R2 128-133 128-133 127-215
R1 127-297 127-297 127-178 128-055
PP 127-043 127-043 127-043 127-082
S1 126-207 126-207 127-102 126-285
S2 125-273 125-273 127-065
S3 124-183 125-117 127-027
S4 123-093 124-027 126-234
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-200 126-110 1-090 1.0% 0-182 0.4% 85% True False 1,025,419
10 127-200 125-220 1-300 1.5% 0-164 0.4% 90% True False 940,063
20 127-200 125-100 2-100 1.8% 0-216 0.5% 92% True False 1,053,403
40 127-200 124-145 3-055 2.5% 0-227 0.6% 94% True False 1,158,360
60 127-230 124-145 3-085 2.6% 0-236 0.6% 91% False False 997,878
80 129-170 124-145 5-025 4.0% 0-213 0.5% 59% False False 749,667
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 131-259
2.618 130-065
1.618 129-070
1.000 128-195
0.618 128-075
HIGH 127-200
0.618 127-080
0.500 127-042
0.382 127-005
LOW 126-205
0.618 126-010
1.000 125-210
1.618 125-015
2.618 124-020
4.250 122-146
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 127-108 127-092
PP 127-075 127-043
S1 127-042 126-315

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

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