ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 125-030 125-160 0-130 0.3% 125-040
High 125-140 125-210 0-070 0.2% 125-170
Low 124-280 125-130 0-170 0.4% 124-160
Close 125-120 125-160 0-040 0.1% 125-090
Range 0-180 0-080 -0-100 -55.6% 1-010
ATR 0-173 0-167 -0-006 -3.4% 0-000
Volume 3,401 954 -2,447 -71.9% 3,970
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 126-087 126-043 125-204
R3 126-007 125-283 125-182
R2 125-247 125-247 125-175
R1 125-203 125-203 125-167 125-200
PP 125-167 125-167 125-167 125-165
S1 125-123 125-123 125-153 125-120
S2 125-087 125-087 125-145
S3 125-007 125-043 125-138
S4 124-247 124-283 125-116
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
5 125-210 124-280 0-250 0.6% 0-084 0.2% 80% True False 1,140
10 126-220 124-160 2-060 1.7% 0-140 0.3% 46% False False 1,095
20 126-220 124-000 2-220 2.1% 0-122 0.3% 56% False False 568
40 127-050 123-310 3-060 2.5% 0-076 0.2% 48% False False 285
60 128-010 123-310 4-020 3.2% 0-050 0.1% 38% False False 190
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 0-016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-230
2.618 126-099
1.618 126-019
1.000 125-290
0.618 125-259
HIGH 125-210
0.618 125-179
0.500 125-170
0.382 125-161
LOW 125-130
0.618 125-081
1.000 125-050
1.618 125-001
2.618 124-241
4.250 124-110
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 125-170 125-135
PP 125-167 125-110
S1 125-163 125-085

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

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