ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 127-050 126-100 -0-270 -0.7% 126-010
High 127-050 126-170 -0-200 -0.5% 126-270
Low 126-120 125-270 -0-170 -0.4% 125-200
Close 126-180 126-010 -0-170 -0.4% 126-230
Range 0-250 0-220 -0-030 -12.0% 1-070
ATR 0-173 0-177 0-004 2.4% 0-000
Volume 2,045 3,869 1,824 89.2% 18,223
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 128-063 127-257 126-131
R3 127-163 127-037 126-070
R2 126-263 126-263 126-050
R1 126-137 126-137 126-030 126-090
PP 126-043 126-043 126-043 126-020
S1 125-237 125-237 125-310 125-190
S2 125-143 125-143 125-290
S3 124-243 125-017 125-270
S4 124-023 124-117 125-209
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 130-017 129-193 127-124
R3 128-267 128-123 127-017
R2 127-197 127-197 126-302
R1 127-053 127-053 126-266 127-125
PP 126-127 126-127 126-127 126-162
S1 125-303 125-303 126-194 126-055
S2 125-057 125-057 126-158
S3 123-307 124-233 126-123
S4 122-237 123-163 126-016
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-080 125-200 1-200 1.3% 0-226 0.6% 25% False False 4,252
10 127-080 125-140 1-260 1.4% 0-173 0.4% 33% False False 3,267
20 127-080 124-160 2-240 2.2% 0-156 0.4% 56% False False 2,181
40 127-080 123-310 3-090 2.6% 0-106 0.3% 63% False False 1,101
60 127-080 123-310 3-090 2.6% 0-079 0.2% 63% False False 734
80 128-290 123-310 4-300 3.9% 0-059 0.1% 42% False False 551
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-145
2.618 128-106
1.618 127-206
1.000 127-070
0.618 126-306
HIGH 126-170
0.618 126-086
0.500 126-060
0.382 126-034
LOW 125-270
0.618 125-134
1.000 125-050
1.618 124-234
2.618 124-014
4.250 122-295
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 126-060 126-175
PP 126-043 126-120
S1 126-027 126-065

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

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