ECBOT 10 Year T-Note Future September 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 128-040 127-095 -0-265 -0.6% 128-075
High 128-090 127-145 -0-265 -0.6% 128-095
Low 127-055 127-035 -0-020 0.0% 127-115
Close 127-090 127-035 -0-055 -0.1% 128-035
Range 1-035 0-110 -0-245 -69.0% 0-300
ATR 0-215 0-208 -0-008 -3.5% 0-000
Volume 27,007 13,132 -13,875 -51.4% 99,253
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 128-082 128-008 127-096
R3 127-292 127-218 127-065
R2 127-182 127-182 127-055
R1 127-108 127-108 127-045 127-090
PP 127-072 127-072 127-072 127-062
S1 126-318 126-318 127-025 126-300
S2 126-282 126-282 127-015
S3 126-172 126-208 127-005
S4 126-062 126-098 126-294
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
5 128-090 127-035 1-055 0.9% 0-175 0.4% 0% False True 14,319
10 128-190 127-035 1-155 1.2% 0-173 0.4% 0% False True 36,026
20 129-285 127-035 2-250 2.2% 0-219 0.5% 0% False True 782,459
40 129-285 126-040 3-245 3.0% 0-208 0.5% 26% False False 892,180
60 129-285 124-290 4-315 3.9% 0-220 0.5% 44% False False 992,029
80 129-285 124-145 5-140 4.3% 0-224 0.5% 49% False False 1,088,231
100 129-285 124-145 5-140 4.3% 0-227 0.6% 49% False False 878,338
120 129-285 124-145 5-140 4.3% 0-206 0.5% 49% False False 732,173
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-292
2.618 128-113
1.618 128-003
1.000 127-255
0.618 127-213
HIGH 127-145
0.618 127-103
0.500 127-090
0.382 127-077
LOW 127-035
0.618 126-287
1.000 126-245
1.618 126-177
2.618 126-067
4.250 125-208
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 127-090 127-222
PP 127-072 127-160
S1 127-053 127-098

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

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