ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 127-165 128-000 0-155 0.4% 128-270
High 128-100 128-035 -0-065 -0.2% 129-285
Low 127-150 127-210 0-060 0.1% 127-180
Close 127-280 127-235 -0-045 -0.1% 127-250
Range 0-270 0-145 -0-125 -46.3% 2-105
ATR 0-243 0-236 -0-007 -2.9% 0-000
Volume 156,708 78,672 -78,036 -49.8% 11,155,961
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 129-062 128-293 127-315
R3 128-237 128-148 127-275
R2 128-092 128-092 127-262
R1 128-003 128-003 127-248 127-295
PP 127-267 127-267 127-267 127-252
S1 127-178 127-178 127-222 127-150
S2 127-122 127-122 127-208
S3 126-297 127-033 127-195
S4 126-152 126-208 127-155
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 135-127 133-293 129-020
R3 133-022 131-188 128-135
R2 130-237 130-237 128-067
R1 129-083 129-083 127-318 128-268
PP 128-132 128-132 128-132 128-064
S1 126-298 126-298 127-182 126-162
S2 126-027 126-027 127-113
S3 123-242 124-193 127-045
S4 121-137 122-088 126-160
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-110 127-130 0-300 0.7% 0-214 0.5% 35% False False 797,298
10 129-285 127-130 2-155 1.9% 0-244 0.6% 13% False False 1,404,721
20 129-285 126-210 3-075 2.5% 0-238 0.6% 33% False False 1,215,944
40 129-285 125-100 4-185 3.6% 0-218 0.5% 53% False False 1,106,792
60 129-285 124-145 5-140 4.3% 0-228 0.6% 60% False False 1,171,527
80 129-285 124-145 5-140 4.3% 0-232 0.6% 60% False False 1,092,926
100 129-285 124-145 5-140 4.3% 0-221 0.5% 60% False False 875,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 130-011
2.618 129-095
1.618 128-270
1.000 128-180
0.618 128-125
HIGH 128-035
0.618 127-300
0.500 127-282
0.382 127-265
LOW 127-210
0.618 127-120
1.000 127-065
1.618 126-295
2.618 126-150
4.250 125-234
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 127-282 127-275
PP 127-267 127-262
S1 127-251 127-248

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

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