ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 126-220 125-180 -1-040 -0.9% 126-120
High 126-220 125-180 -1-040 -0.9% 126-220
Low 125-260 124-290 -0-290 -0.7% 124-290
Close 125-280 124-290 -0-310 -0.8% 124-290
Range 0-280 0-210 -0-070 -25.0% 1-250
ATR 0-193 0-202 0-008 4.3% 0-000
Volume 1,228 1,250 22 1.8% 2,715
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-030 126-210 125-086
R3 126-140 126-000 125-028
R2 125-250 125-250 125-008
R1 125-110 125-110 124-309 125-075
PP 125-040 125-040 125-040 125-022
S1 124-220 124-220 124-271 124-185
S2 124-150 124-150 124-252
S3 123-260 124-010 124-232
S4 123-050 123-120 124-174
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-270 129-210 125-284
R3 129-020 127-280 125-127
R2 127-090 127-090 125-074
R1 126-030 126-030 125-022 125-255
PP 125-160 125-160 125-160 125-112
S1 124-100 124-100 124-238 124-005
S2 123-230 123-230 124-186
S3 121-300 122-170 124-133
S4 120-050 120-240 123-296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-220 124-290 1-250 1.4% 0-218 0.5% 0% False True 543
10 126-220 124-000 2-220 2.2% 0-153 0.4% 34% False False 282
20 126-220 124-000 2-220 2.2% 0-078 0.2% 34% False False 144
40 127-050 123-310 3-060 2.6% 0-053 0.1% 29% False False 73
60 128-290 123-310 4-300 4.0% 0-035 0.1% 19% False False 49
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 0-007
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-112
2.618 127-090
1.618 126-200
1.000 126-070
0.618 125-310
HIGH 125-180
0.618 125-100
0.500 125-075
0.382 125-050
LOW 124-290
0.618 124-160
1.000 124-080
1.618 123-270
2.618 123-060
4.250 122-038
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 125-075 125-255
PP 125-040 125-160
S1 125-005 125-065

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

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