ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 128-015 127-290 -0-045 -0.1% 127-145
High 128-110 128-150 0-040 0.1% 128-005
Low 127-250 127-260 0-010 0.0% 126-165
Close 127-310 128-040 0-050 0.1% 127-310
Range 0-180 0-210 0-030 16.7% 1-160
ATR 0-215 0-214 0-000 -0.2% 0-000
Volume 914,624 1,269,777 355,153 38.8% 4,877,956
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-033 129-247 128-156
R3 129-143 129-037 128-098
R2 128-253 128-253 128-078
R1 128-147 128-147 128-059 128-200
PP 128-043 128-043 128-043 128-070
S1 127-257 127-257 128-021 127-310
S2 127-153 127-153 128-002
S3 126-263 127-047 127-302
S4 126-053 126-157 127-244
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 132-000 131-155 128-254
R3 130-160 129-315 128-122
R2 129-000 129-000 128-078
R1 128-155 128-155 128-034 128-238
PP 127-160 127-160 127-160 127-201
S1 126-315 126-315 127-266 127-078
S2 126-000 126-000 127-222
S3 124-160 125-155 127-178
S4 123-000 123-315 127-046
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-150 127-105 1-045 0.9% 0-203 0.5% 70% True False 999,522
10 128-150 126-165 1-305 1.5% 0-210 0.5% 82% True False 951,452
20 128-150 126-165 1-305 1.5% 0-202 0.5% 82% True False 1,047,313
40 129-110 125-200 3-230 2.9% 0-221 0.5% 67% False False 583,022
60 129-110 124-160 4-270 3.8% 0-196 0.5% 75% False False 389,059
80 129-110 123-310 5-120 4.2% 0-154 0.4% 77% False False 291,796
100 129-110 123-310 5-120 4.2% 0-124 0.3% 77% False False 233,437
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-082
2.618 130-060
1.618 129-170
1.000 129-040
0.618 128-280
HIGH 128-150
0.618 128-070
0.500 128-045
0.382 128-020
LOW 127-260
0.618 127-130
1.000 127-050
1.618 126-240
2.618 126-030
4.250 125-008
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 128-045 128-019
PP 128-043 127-318
S1 128-042 127-298

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

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