ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 127-150 127-125 -0-025 -0.1% 127-160
High 127-220 127-265 0-045 0.1% 128-220
Low 127-060 127-105 0-045 0.1% 126-305
Close 127-115 127-245 0-130 0.3% 127-115
Range 0-160 0-160 0-000 0.0% 1-235
ATR 0-224 0-219 -0-005 -2.0% 0-000
Volume 743,346 667,866 -75,480 -10.2% 5,538,257
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 129-045 128-305 128-013
R3 128-205 128-145 127-289
R2 128-045 128-045 127-274
R1 127-305 127-305 127-260 128-015
PP 127-205 127-205 127-205 127-220
S1 127-145 127-145 127-230 127-175
S2 127-045 127-045 127-216
S3 126-205 126-305 127-201
S4 126-045 126-145 127-157
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 132-278 131-272 128-100
R3 131-043 130-037 127-268
R2 129-128 129-128 127-217
R1 128-122 128-122 127-166 128-008
PP 127-213 127-213 127-213 127-156
S1 126-207 126-207 127-064 126-092
S2 125-298 125-298 127-013
S3 124-063 124-292 126-282
S4 122-148 123-057 126-130
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-220 127-010 1-210 1.3% 0-246 0.6% 44% False False 1,106,517
10 128-220 126-175 2-045 1.7% 0-228 0.6% 57% False False 1,051,515
20 128-220 125-220 3-000 2.3% 0-198 0.5% 69% False False 1,006,024
40 128-220 124-290 3-250 3.0% 0-223 0.5% 76% False False 1,104,874
60 128-220 124-145 4-075 3.3% 0-227 0.6% 78% False False 1,183,276
80 129-050 124-145 4-225 3.7% 0-228 0.6% 70% False False 893,070
100 129-190 124-145 5-045 4.0% 0-203 0.5% 64% False False 714,673
Crabel Price Patterns
NR False
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 0-044
Fibonacci Retracements and Extensions
4.250 129-305
2.618 129-044
1.618 128-204
1.000 128-105
0.618 128-044
HIGH 127-265
0.618 127-204
0.500 127-185
0.382 127-166
LOW 127-105
0.618 127-006
1.000 126-265
1.618 126-166
2.618 126-006
4.250 125-065
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 127-225 127-238
PP 127-205 127-232
S1 127-185 127-225

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

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