ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 125-170 125-270 0-100 0.2% 125-000
High 125-280 126-010 0-050 0.1% 126-010
Low 125-140 125-260 0-120 0.3% 124-280
Close 125-260 125-300 0-040 0.1% 125-300
Range 0-140 0-070 -0-070 -50.0% 1-050
ATR 0-165 0-158 -0-007 -4.1% 0-000
Volume 1,242 1,799 557 44.8% 7,552
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 126-187 126-153 126-018
R3 126-117 126-083 125-319
R2 126-047 126-047 125-313
R1 126-013 126-013 125-306 126-030
PP 125-297 125-297 125-297 125-305
S1 125-263 125-263 125-294 125-280
S2 125-227 125-227 125-287
S3 125-157 125-193 125-281
S4 125-087 125-123 125-262
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 129-027 128-213 126-184
R3 127-297 127-163 126-082
R2 126-247 126-247 126-048
R1 126-113 126-113 126-014 126-180
PP 125-197 125-197 125-197 125-230
S1 125-063 125-063 125-266 125-130
S2 124-147 124-147 125-232
S3 123-097 124-013 125-198
S4 122-047 122-283 125-096
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-010 124-280 1-050 0.9% 0-102 0.3% 92% True False 1,510
10 126-010 124-160 1-170 1.2% 0-112 0.3% 94% True False 1,152
20 126-220 124-000 2-220 2.1% 0-132 0.3% 72% False False 717
40 127-050 123-310 3-060 2.5% 0-078 0.2% 62% False False 361
60 127-110 123-310 3-120 2.7% 0-054 0.1% 58% False False 241
Crabel Price Patterns
NR True
NR4 True
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 0-020
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 126-308
2.618 126-193
1.618 126-123
1.000 126-080
0.618 126-053
HIGH 126-010
0.618 125-303
0.500 125-295
0.382 125-287
LOW 125-260
0.618 125-217
1.000 125-190
1.618 125-147
2.618 125-077
4.250 124-282
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 125-298 125-277
PP 125-297 125-253
S1 125-295 125-230

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

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