ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 128-270 129-005 0-055 0.1% 127-125
High 129-285 129-040 -0-245 -0.6% 128-280
Low 128-235 128-005 -0-230 -0.6% 127-040
Close 129-065 128-020 -1-045 -0.9% 128-215
Range 1-050 1-035 -0-015 -4.1% 1-240
ATR 0-229 0-240 0-011 4.7% 0-000
Volume 2,440,534 2,400,441 -40,093 -1.6% 5,126,683
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 131-233 131-002 128-215
R3 130-198 129-287 128-118
R2 129-163 129-163 128-085
R1 128-252 128-252 128-053 128-190
PP 128-128 128-128 128-128 128-098
S1 127-217 127-217 127-307 127-155
S2 127-093 127-093 127-275
S3 126-058 126-182 127-242
S4 125-023 125-147 127-145
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 133-152 132-263 129-203
R3 131-232 131-023 129-049
R2 129-312 129-312 128-318
R1 129-103 129-103 128-266 129-208
PP 128-072 128-072 128-072 128-124
S1 127-183 127-183 128-164 127-288
S2 126-152 126-152 128-112
S3 124-232 125-263 128-061
S4 122-312 124-023 127-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-285 127-040 2-245 2.2% 0-279 0.7% 34% False False 1,711,036
10 129-285 127-040 2-245 2.2% 0-246 0.6% 34% False False 1,357,840
20 129-285 126-110 3-175 2.8% 0-232 0.6% 48% False False 1,213,476
40 129-285 125-050 4-235 3.7% 0-227 0.6% 61% False False 1,150,838
60 129-285 124-145 5-140 4.2% 0-234 0.6% 66% False False 1,204,630
80 129-285 124-145 5-140 4.2% 0-234 0.6% 66% False False 1,008,672
100 129-285 124-145 5-140 4.2% 0-213 0.5% 66% False False 807,663
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-269
2.618 132-009
1.618 130-294
1.000 130-075
0.618 129-259
HIGH 129-040
0.618 128-224
0.500 128-182
0.382 128-141
LOW 128-005
0.618 127-106
1.000 126-290
1.618 126-071
2.618 125-036
4.250 123-096
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 128-182 128-305
PP 128-128 128-210
S1 128-074 128-115

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

View Archives - Comment on this page... - Back to Index of Symbols