ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 125-270 126-010 0-060 0.1% 125-000
High 126-010 126-160 0-150 0.4% 126-010
Low 125-260 125-310 0-050 0.1% 124-280
Close 125-300 126-130 0-150 0.4% 125-300
Range 0-070 0-170 0-100 142.9% 1-050
ATR 0-158 0-160 0-002 1.0% 0-000
Volume 1,799 1,457 -342 -19.0% 7,552
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-283 127-217 126-224
R3 127-113 127-047 126-177
R2 126-263 126-263 126-161
R1 126-197 126-197 126-146 126-230
PP 126-093 126-093 126-093 126-110
S1 126-027 126-027 126-114 126-060
S2 125-243 125-243 126-099
S3 125-073 125-177 126-083
S4 124-223 125-007 126-036
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
5 126-160 124-280 1-200 1.3% 0-128 0.3% 94% True False 1,770
10 126-160 124-250 1-230 1.4% 0-107 0.3% 95% True False 1,052
20 126-220 124-160 2-060 1.7% 0-140 0.3% 87% False False 789
40 126-220 123-310 2-230 2.2% 0-082 0.2% 90% False False 397
60 127-050 123-310 3-060 2.5% 0-057 0.1% 76% False False 265
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-242
2.618 127-285
1.618 127-115
1.000 127-010
0.618 126-265
HIGH 126-160
0.618 126-095
0.500 126-075
0.382 126-055
LOW 125-310
0.618 125-205
1.000 125-140
1.618 125-035
2.618 124-185
4.250 123-228
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 126-112 126-083
PP 126-093 126-037
S1 126-075 125-310

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

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