ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 15-Sep-2015
Day Change Summary
Previous Current
14-Sep-2015 15-Sep-2015 Change Change % Previous Week
Open 127-315 128-040 0-045 0.1% 128-075
High 128-085 128-090 0-005 0.0% 128-095
Low 127-305 127-055 -0-250 -0.6% 127-115
Close 128-040 127-090 -0-270 -0.7% 128-035
Range 0-100 1-035 0-255 255.0% 0-300
ATR 0-204 0-215 0-011 5.3% 0-000
Volume 15,156 27,007 11,851 78.2% 99,253
Daily Pivots for day following 15-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-290 130-065 127-285
R3 129-255 129-030 127-188
R2 128-220 128-220 127-155
R1 127-315 127-315 127-123 127-250
PP 127-185 127-185 127-185 127-152
S1 126-280 126-280 127-057 126-215
S2 126-150 126-150 127-025
S3 125-115 125-245 126-312
S4 124-080 124-210 126-215
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-235 130-115 128-200
R3 129-255 129-135 128-118
R2 128-275 128-275 128-090
R1 128-155 128-155 128-062 128-065
PP 127-295 127-295 127-295 127-250
S1 127-175 127-175 128-008 127-085
S2 126-315 126-315 127-300
S3 126-015 126-195 127-272
S4 125-035 125-215 127-190
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-090 127-055 1-035 0.9% 0-197 0.5% 10% True True 18,958
10 128-190 127-055 1-135 1.1% 0-189 0.5% 8% False True 50,383
20 129-285 127-040 2-245 2.2% 0-222 0.5% 6% False False 819,033
40 129-285 125-220 4-065 3.3% 0-210 0.5% 38% False False 912,529
60 129-285 124-290 4-315 3.9% 0-222 0.5% 48% False False 1,009,594
80 129-285 124-145 5-140 4.3% 0-225 0.6% 52% False False 1,092,216
100 129-285 124-145 5-140 4.3% 0-227 0.6% 52% False False 878,263
120 129-285 124-145 5-140 4.3% 0-206 0.5% 52% False False 732,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 132-319
2.618 131-059
1.618 130-024
1.000 129-125
0.618 128-309
HIGH 128-090
0.618 127-274
0.500 127-232
0.382 127-191
LOW 127-055
0.618 126-156
1.000 126-020
1.618 125-121
2.618 124-086
4.250 122-146
Fisher Pivots for day following 15-Sep-2015
Pivot 1 day 3 day
R1 127-232 127-232
PP 127-185 127-185
S1 127-138 127-138

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

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