ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 125-160 125-170 0-010 0.0% 125-040
High 125-210 125-280 0-070 0.2% 125-170
Low 125-130 125-140 0-010 0.0% 124-160
Close 125-160 125-260 0-100 0.2% 125-090
Range 0-080 0-140 0-060 75.0% 1-010
ATR 0-167 0-165 -0-002 -1.1% 0-000
Volume 954 1,242 288 30.2% 3,970
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-007 126-273 126-017
R3 126-187 126-133 125-298
R2 126-047 126-047 125-286
R1 125-313 125-313 125-273 126-020
PP 125-227 125-227 125-227 125-240
S1 125-173 125-173 125-247 125-200
S2 125-087 125-087 125-234
S3 124-267 125-033 125-222
S4 124-127 124-213 125-183
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
5 125-280 124-280 1-000 0.8% 0-092 0.2% 94% True False 1,353
10 125-280 124-160 1-120 1.1% 0-126 0.3% 95% True False 1,097
20 126-220 124-000 2-220 2.1% 0-130 0.3% 67% False False 628
40 127-050 123-310 3-060 2.5% 0-077 0.2% 58% False False 316
60 127-170 123-310 3-180 2.8% 0-053 0.1% 52% False False 211
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-235
2.618 127-007
1.618 126-187
1.000 126-100
0.618 126-047
HIGH 125-280
0.618 125-227
0.500 125-210
0.382 125-193
LOW 125-140
0.618 125-053
1.000 125-000
1.618 124-233
2.618 124-093
4.250 123-185
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 125-243 125-213
PP 125-227 125-167
S1 125-210 125-120

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

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