ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 126-305 127-140 0-155 0.4% 128-080
High 127-160 127-175 0-015 0.0% 129-110
Low 126-285 127-025 0-060 0.1% 127-000
Close 127-100 127-050 -0-050 -0.1% 127-065
Range 0-195 0-150 -0-045 -23.1% 2-110
ATR 0-228 0-223 -0-006 -2.5% 0-000
Volume 1,303,310 1,052,581 -250,729 -19.2% 4,736,586
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 128-213 128-122 127-132
R3 128-063 127-292 127-091
R2 127-233 127-233 127-078
R1 127-142 127-142 127-064 127-112
PP 127-083 127-083 127-083 127-069
S1 126-312 126-312 127-036 126-282
S2 126-253 126-253 127-022
S3 126-103 126-162 127-009
S4 125-273 126-012 126-288
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
5 127-245 126-240 1-005 0.8% 0-205 0.5% 40% False False 1,225,941
10 129-110 126-240 2-190 2.0% 0-238 0.6% 16% False False 834,889
20 129-110 125-310 3-120 2.7% 0-234 0.6% 35% False False 424,154
40 129-110 124-160 4-270 3.8% 0-196 0.5% 55% False False 213,167
60 129-110 123-310 5-120 4.2% 0-149 0.4% 59% False False 142,119
80 129-110 123-310 5-120 4.2% 0-118 0.3% 59% False False 106,589
100 129-110 123-310 5-120 4.2% 0-094 0.2% 59% False False 85,271
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-172
2.618 128-248
1.618 128-098
1.000 128-005
0.618 127-268
HIGH 127-175
0.618 127-118
0.500 127-100
0.382 127-082
LOW 127-025
0.618 126-252
1.000 126-195
1.618 126-102
2.618 125-272
4.250 125-028
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 127-100 127-055
PP 127-083 127-053
S1 127-067 127-052

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

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