ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 126-250 127-000 0-070 0.2% 126-260
High 127-060 127-080 0-020 0.0% 128-010
Low 126-220 126-240 0-020 0.0% 126-080
Close 127-040 126-260 -0-100 -0.2% 126-230
Range 0-160 0-160 0-000 0.0% 1-250
ATR 0-198 0-195 -0-003 -1.4% 0-000
Volume 12,825 9,826 -2,999 -23.4% 72,776
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 128-140 128-040 127-028
R3 127-300 127-200 126-304
R2 127-140 127-140 126-289
R1 127-040 127-040 126-275 127-010
PP 126-300 126-300 126-300 126-285
S1 126-200 126-200 126-245 126-170
S2 126-140 126-140 126-231
S3 125-300 126-040 126-216
S4 125-140 125-200 126-172
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 132-110 131-100 127-224
R3 130-180 129-170 127-067
R2 128-250 128-250 127-014
R1 127-240 127-240 126-282 127-120
PP 127-000 127-000 127-000 126-260
S1 125-310 125-310 126-178 125-190
S2 125-070 125-070 126-126
S3 123-140 124-060 126-073
S4 121-210 122-130 125-236
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-010 126-170 1-160 1.2% 0-208 0.5% 19% False False 16,596
10 128-010 125-270 2-060 1.7% 0-218 0.5% 44% False False 10,648
20 128-010 125-130 2-200 2.1% 0-188 0.5% 54% False False 6,812
40 128-010 124-000 4-010 3.2% 0-154 0.4% 70% False False 3,666
60 128-010 123-310 4-020 3.2% 0-112 0.3% 70% False False 2,444
80 128-130 123-310 4-140 3.5% 0-084 0.2% 64% False False 1,833
Crabel Price Patterns
NR False
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 0-046
Fibonacci Retracements and Extensions
4.250 129-120
2.618 128-179
1.618 128-019
1.000 127-240
0.618 127-179
HIGH 127-080
0.618 127-019
0.500 127-000
0.382 126-301
LOW 126-240
0.618 126-141
1.000 126-080
1.618 125-301
2.618 125-141
4.250 124-200
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 127-000 126-285
PP 126-300 126-277
S1 126-280 126-268

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

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