ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 03-Sep-2015
Day Change Summary
Previous Current
02-Sep-2015 03-Sep-2015 Change Change % Previous Week
Open 127-140 127-055 -0-085 -0.2% 128-080
High 127-175 127-175 0-000 0.0% 129-110
Low 127-025 127-050 0-025 0.1% 127-000
Close 127-050 127-125 0-075 0.2% 127-065
Range 0-150 0-125 -0-025 -16.7% 2-110
ATR 0-223 0-216 -0-007 -3.1% 0-000
Volume 1,052,581 955,694 -96,887 -9.2% 4,736,586
Daily Pivots for day following 03-Sep-2015
Classic Woodie Camarilla DeMark
R4 128-172 128-113 127-194
R3 128-047 127-308 127-159
R2 127-242 127-242 127-148
R1 127-183 127-183 127-136 127-212
PP 127-117 127-117 127-117 127-131
S1 127-058 127-058 127-114 127-088
S2 126-312 126-312 127-102
S3 126-187 126-253 127-091
S4 126-062 126-128 127-056
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% 0-191 0.5% 63% False False 1,077,815
10 129-110 126-240 2-190 2.0% 0-238 0.6% 25% False False 924,645
20 129-110 126-030 3-080 2.6% 0-233 0.6% 40% False False 471,759
40 129-110 124-160 4-270 3.8% 0-192 0.5% 60% False False 237,029
60 129-110 124-000 5-110 4.2% 0-151 0.4% 63% False False 158,047
80 129-110 123-310 5-120 4.2% 0-120 0.3% 64% False False 118,535
100 129-110 123-310 5-120 4.2% 0-096 0.2% 64% False False 94,828
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 129-066
2.618 128-182
1.618 128-057
1.000 127-300
0.618 127-252
HIGH 127-175
0.618 127-127
0.500 127-112
0.382 127-098
LOW 127-050
0.618 126-293
1.000 126-245
1.618 126-168
2.618 126-043
4.250 125-159
Fisher Pivots for day following 03-Sep-2015
Pivot 1 day 3 day
R1 127-121 127-107
PP 127-117 127-088
S1 127-112 127-070

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

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