ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 126-100 126-000 -0-100 -0.2% 126-010
High 126-170 126-140 -0-030 -0.1% 126-270
Low 125-270 125-310 0-040 0.1% 125-200
Close 126-010 126-100 0-090 0.2% 126-230
Range 0-220 0-150 -0-070 -31.8% 1-070
ATR 0-177 0-175 -0-002 -1.1% 0-000
Volume 3,869 3,596 -273 -7.1% 18,223
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 127-207 127-143 126-182
R3 127-057 126-313 126-141
R2 126-227 126-227 126-128
R1 126-163 126-163 126-114 126-195
PP 126-077 126-077 126-077 126-092
S1 126-013 126-013 126-086 126-045
S2 125-247 125-247 126-072
S3 125-097 125-183 126-059
S4 124-267 125-033 126-018
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
5 127-080 125-270 1-130 1.1% 0-222 0.5% 33% False False 3,944
10 127-080 125-200 1-200 1.3% 0-174 0.4% 42% False False 3,502
20 127-080 124-160 2-240 2.2% 0-150 0.4% 66% False False 2,299
40 127-080 124-000 3-080 2.6% 0-110 0.3% 71% False False 1,191
60 127-080 123-310 3-090 2.6% 0-082 0.2% 71% False False 794
80 128-290 123-310 4-300 3.9% 0-061 0.2% 47% False False 596
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-138
2.618 127-213
1.618 127-063
1.000 126-290
0.618 126-233
HIGH 126-140
0.618 126-083
0.500 126-065
0.382 126-047
LOW 125-310
0.618 125-217
1.000 125-160
1.618 125-067
2.618 124-237
4.250 123-312
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 126-088 126-160
PP 126-077 126-140
S1 126-065 126-120

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

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