ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 08-Jun-2015
Day Change Summary
Previous Current
05-Jun-2015 08-Jun-2015 Change Change % Previous Week
Open 124-150 124-000 -0-150 -0.4% 126-120
High 124-150 124-220 0-070 0.2% 126-120
Low 124-150 124-000 -0-150 -0.4% 124-150
Close 124-150 124-220 0-070 0.2% 124-150
Range 0-000 0-220 0-220 1-290
ATR 0-149 0-154 0-005 3.4% 0-000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 08-Jun-2015
Classic Woodie Camarilla DeMark
R4 126-167 126-093 125-021
R3 125-267 125-193 124-280
R2 125-047 125-047 124-260
R1 124-293 124-293 124-240 125-010
PP 124-147 124-147 124-147 124-165
S1 124-073 124-073 124-200 124-110
S2 123-247 123-247 124-180
S3 123-027 123-173 124-160
S4 122-127 122-273 124-099
Weekly Pivots for week ending 05-Jun-2015
Classic Woodie Camarilla DeMark
R4 130-263 129-177 125-166
R3 128-293 127-207 124-318
R2 127-003 127-003 124-262
R1 125-237 125-237 124-206 125-135
PP 125-033 125-033 125-033 124-302
S1 123-267 123-267 124-094 123-165
S2 123-063 123-063 124-038
S3 121-093 121-297 123-302
S4 119-123 120-007 123-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-250 124-000 1-250 1.4% 0-044 0.1% 39% False True 2
10 127-050 124-000 3-050 2.5% 0-035 0.1% 22% False True 2
20 127-050 124-000 3-050 2.5% 0-018 0.0% 22% False True 1
40 128-290 124-000 4-290 3.9% 0-009 0.0% 14% False True 1
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 0-000
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 127-195
2.618 126-156
1.618 125-256
1.000 125-120
0.618 125-036
HIGH 124-220
0.618 124-136
0.500 124-110
0.382 124-084
LOW 124-000
0.618 123-184
1.000 123-100
1.618 122-284
2.618 122-064
4.250 121-025
Fisher Pivots for day following 08-Jun-2015
Pivot 1 day 3 day
R1 124-183 124-215
PP 124-147 124-210
S1 124-110 124-205

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

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