ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 19-Jun-2015

Day Change Summary
	Previous	Current
	18-Jun-2015	19-Jun-2015	Change	Change %	Previous Week
Open	125-060	125-280	0-220	0.5%	124-300
High	125-060	125-290	0-230	0.6%	125-290
Low	125-060	125-280	0-220	0.5%	124-300
Close	125-060	125-290	0-230	0.6%	125-290
Range	0-000	0-010	0-010		0-310
ATR	0-140	0-147	0-006	4.6%	0-000
Volume	1	2	1	100.0%	6

Daily Pivots for day following 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	125-317	125-313	125-296
R3	125-307	125-303	125-293
R2	125-297	125-297	125-292
R1	125-293	125-293	125-291	125-295
PP	125-287	125-287	125-287	125-288
S1	125-283	125-283	125-289	125-285
S2	125-277	125-277	125-288
S3	125-267	125-273	125-287
S4	125-257	125-263	125-284

Weekly Pivots for week ending 19-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-157	128-053	126-140
R3	127-167	127-063	126-055
R2	126-177	126-177	126-027
R1	126-073	126-073	125-318	126-125
PP	125-187	125-187	125-187	125-212
S1	125-083	125-083	125-262	125-135
S2	124-197	124-197	125-233
S3	123-207	124-093	125-205
S4	122-217	123-103	125-120

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	125-290	124-300	0-310	0.8%	0-002	0.0%	100%	True	False	1
10	125-290	123-310	1-300	1.5%	0-044	0.1%	100%	True	False	1
20	127-050	123-310	3-060	2.5%	0-028	0.1%	61%	False	False	1
40	128-150	123-310	4-160	3.6%	0-014	0.0%	43%	False	False	1

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-000
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	126-012
2.618	125-316
1.618	125-306
1.000	125-300
0.618	125-296
HIGH	125-290
0.618	125-286
0.500	125-285
0.382	125-284
LOW	125-280
0.618	125-274
1.000	125-270
1.618	125-264
2.618	125-254
4.250	125-238

Fisher Pivots for day following 19-Jun-2015
Pivot	1 day	3 day
R1	125-288	125-252
PP	125-287	125-213
S1	125-285	125-175

Download as Excel Spreadsheet

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

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