ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 28-Sep-2015
Day Change Summary
Previous Current
25-Sep-2015 28-Sep-2015 Change Change % Previous Week
Open 127-115 127-305 0-190 0.5% 126-290
High 127-115 127-305 0-190 0.5% 127-260
Low 127-055 127-305 0-250 0.6% 126-290
Close 127-115 127-305 0-190 0.5% 127-115
Range 0-060 0-000 -0-060 -100.0% 0-290
ATR 0-130 0-134 0-004 3.3% 0-000
Volume 0 16 16 1
Daily Pivots for day following 28-Sep-2015
Classic Woodie Camarilla DeMark
R4 127-305 127-305 127-305
R3 127-305 127-305 127-305
R2 127-305 127-305 127-305
R1 127-305 127-305 127-305 127-305
PP 127-305 127-305 127-305 127-305
S1 127-305 127-305 127-305 127-305
S2 127-305 127-305 127-305
S3 127-305 127-305 127-305
S4 127-305 127-305 127-305
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-025 129-200 127-274
R3 129-055 128-230 127-195
R2 128-085 128-085 127-168
R1 127-260 127-260 127-142 128-012
PP 127-115 127-115 127-115 127-151
S1 126-290 126-290 127-088 127-043
S2 126-145 126-145 127-062
S3 125-175 126-000 127-035
S4 124-205 125-030 126-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-305 127-055 0-250 0.6% 0-020 0.0% 100% True False 3
10 127-305 126-005 1-300 1.5% 0-010 0.0% 100% True False 1
20 127-305 126-005 1-300 1.5% 0-005 0.0% 100% True False
40 128-040 125-165 2-195 2.0% 0-002 0.0% 93% False False
60 128-040 124-075 3-285 3.0% 0-002 0.0% 96% False False
80 128-040 123-160 4-200 3.6% 0-001 0.0% 96% False False
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-305
2.618 127-305
1.618 127-305
1.000 127-305
0.618 127-305
HIGH 127-305
0.618 127-305
0.500 127-305
0.382 127-305
LOW 127-305
0.618 127-305
1.000 127-305
1.618 127-305
2.618 127-305
4.250 127-305
Fisher Pivots for day following 28-Sep-2015
Pivot 1 day 3 day
R1 127-305 127-263
PP 127-305 127-222
S1 127-305 127-180

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

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