ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 128-080 128-170 0-090 0.2% 126-250
High 129-110 128-180 -0-250 -0.6% 128-100
Low 128-050 127-160 -0-210 -0.5% 126-160
Close 128-200 127-170 -1-030 -0.9% 128-030
Range 1-060 1-020 -0-040 -10.5% 1-260
ATR 0-214 0-224 0-010 4.9% 0-000
Volume 133,504 552,322 418,818 313.7% 197,442
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 131-017 130-113 128-037
R3 129-317 129-093 127-264
R2 128-297 128-297 127-232
R1 128-073 128-073 127-201 128-015
PP 127-277 127-277 127-277 127-248
S1 127-053 127-053 127-139 126-315
S2 126-257 126-257 127-108
S3 125-237 126-033 127-076
S4 124-217 125-013 126-303
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 133-023 132-127 129-029
R3 131-083 130-187 128-190
R2 129-143 129-143 128-136
R1 128-247 128-247 128-083 129-035
PP 127-203 127-203 127-203 127-258
S1 126-307 126-307 127-297 127-095
S2 125-263 125-263 127-244
S3 124-003 125-047 127-190
S4 122-063 123-107 127-031
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-110 126-160 2-270 2.2% 0-276 0.7% 36% False False 172,123
10 129-110 126-160 2-270 2.2% 0-242 0.6% 36% False False 94,359
20 129-110 125-200 3-230 2.9% 0-229 0.6% 51% False False 49,386
40 129-110 124-160 4-270 3.8% 0-187 0.5% 63% False False 25,179
60 129-110 123-310 5-120 4.2% 0-133 0.3% 66% False False 16,788
80 129-110 123-310 5-120 4.2% 0-101 0.2% 66% False False 12,591
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 0-047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-025
2.618 131-110
1.618 130-090
1.000 129-200
0.618 129-070
HIGH 128-180
0.618 128-050
0.500 128-010
0.382 127-290
LOW 127-160
0.618 126-270
1.000 126-140
1.618 125-250
2.618 124-230
4.250 122-315
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 128-010 128-135
PP 127-277 128-040
S1 127-223 127-265

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

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