ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 126-240 126-305 0-065 0.2% 128-080
High 127-190 127-160 -0-030 -0.1% 129-110
Low 126-240 126-285 0-045 0.1% 127-000
Close 127-020 127-100 0-080 0.2% 127-065
Range 0-270 0-195 -0-075 -27.8% 2-110
ATR 0-231 0-228 -0-003 -1.1% 0-000
Volume 1,113,206 1,303,310 190,104 17.1% 4,736,586
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 129-020 128-255 127-207
R3 128-145 128-060 127-154
R2 127-270 127-270 127-136
R1 127-185 127-185 127-118 127-228
PP 127-075 127-075 127-075 127-096
S1 126-310 126-310 127-082 127-032
S2 126-200 126-200 127-064
S3 126-005 126-115 127-046
S4 125-130 125-240 126-313
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 134-282 133-123 128-158
R3 132-172 131-013 127-271
R2 130-062 130-062 127-202
R1 128-223 128-223 127-134 128-088
PP 127-272 127-272 127-272 127-204
S1 126-113 126-113 126-316 125-298
S2 125-162 125-162 126-248
S3 123-052 124-003 126-179
S4 120-262 121-213 125-292
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-080 126-240 1-160 1.2% 0-240 0.6% 38% False False 1,293,455
10 129-110 126-160 2-270 2.2% 0-258 0.6% 29% False False 732,789
20 129-110 125-270 3-160 2.7% 0-238 0.6% 42% False False 371,718
40 129-110 124-160 4-270 3.8% 0-194 0.5% 58% False False 186,857
60 129-110 123-310 5-120 4.2% 0-149 0.4% 62% False False 124,576
80 129-110 123-310 5-120 4.2% 0-116 0.3% 62% False False 93,432
100 129-110 123-310 5-120 4.2% 0-093 0.2% 62% False False 74,746
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-029
2.618 129-031
1.618 128-156
1.000 128-035
0.618 127-281
HIGH 127-160
0.618 127-086
0.500 127-062
0.382 127-039
LOW 126-285
0.618 126-164
1.000 126-090
1.618 125-289
2.618 125-094
4.250 124-096
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 127-088 127-094
PP 127-075 127-088
S1 127-062 127-082

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

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