ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 125-110 125-100 -0-010 0.0% 125-040
High 125-130 125-110 -0-020 0.0% 125-170
Low 125-030 125-090 0-060 0.1% 124-160
Close 125-110 125-090 -0-020 0.0% 125-090
Range 0-100 0-020 -0-080 -80.0% 1-010
ATR 0-190 0-178 -0-012 -6.4% 0-000
Volume 176 1,014 838 476.1% 3,970
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 125-157 125-143 125-101
R3 125-137 125-123 125-096
R2 125-117 125-117 125-094
R1 125-103 125-103 125-092 125-100
PP 125-097 125-097 125-097 125-095
S1 125-083 125-083 125-088 125-080
S2 125-077 125-077 125-086
S3 125-057 125-063 125-084
S4 125-037 125-043 125-079
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 128-063 127-247 125-272
R3 127-053 126-237 125-181
R2 126-043 126-043 125-150
R1 125-227 125-227 125-120 125-295
PP 125-033 125-033 125-033 125-068
S1 124-217 124-217 125-060 124-285
S2 124-023 124-023 125-030
S3 123-013 123-207 124-319
S4 122-003 122-197 124-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-170 124-160 1-010 0.8% 0-122 0.3% 76% False False 794
10 126-220 124-160 2-060 1.7% 0-170 0.4% 36% False False 668
20 126-220 124-000 2-220 2.1% 0-108 0.3% 48% False False 343
40 127-050 123-310 3-060 2.5% 0-068 0.2% 41% False False 172
60 128-150 123-310 4-160 3.6% 0-045 0.1% 29% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-007
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 125-195
2.618 125-162
1.618 125-142
1.000 125-130
0.618 125-122
HIGH 125-110
0.618 125-102
0.500 125-100
0.382 125-098
LOW 125-090
0.618 125-078
1.000 125-070
1.618 125-058
2.618 125-038
4.250 125-005
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 125-100 125-088
PP 125-097 125-087
S1 125-093 125-085

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

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