ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 126-040 125-240 -0-120 -0.3% 125-000
High 126-070 126-050 -0-020 0.0% 126-010
Low 125-280 125-200 -0-080 -0.2% 124-280
Close 126-020 126-030 0-010 0.0% 125-300
Range 0-110 0-170 0-060 54.5% 1-050
ATR 0-153 0-155 0-001 0.8% 0-000
Volume 3,239 5,134 1,895 58.5% 7,552
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 127-177 127-113 126-124
R3 127-007 126-263 126-077
R2 126-157 126-157 126-061
R1 126-093 126-093 126-046 126-125
PP 125-307 125-307 125-307 126-002
S1 125-243 125-243 126-014 125-275
S2 125-137 125-137 125-319
S3 124-287 125-073 125-303
S4 124-117 124-223 125-256
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
5 126-160 125-200 0-280 0.7% 0-126 0.3% 54% False True 3,060
10 126-160 124-280 1-200 1.3% 0-109 0.3% 75% False False 2,206
20 126-220 124-160 2-060 1.7% 0-143 0.4% 73% False False 1,388
40 126-220 123-310 2-230 2.2% 0-092 0.2% 78% False False 698
60 127-050 123-310 3-060 2.5% 0-063 0.2% 67% False False 466
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-132
2.618 127-175
1.618 127-005
1.000 126-220
0.618 126-155
HIGH 126-050
0.618 125-305
0.500 125-285
0.382 125-265
LOW 125-200
0.618 125-095
1.000 125-030
1.618 124-245
2.618 124-075
4.250 123-118
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 126-008 126-022
PP 125-307 126-013
S1 125-285 126-005

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

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