ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 06-Oct-2015
Day Change Summary
Previous Current
05-Oct-2015 06-Oct-2015 Change Change % Previous Week
Open 129-095 128-265 -0-150 -0.4% 127-285
High 129-150 129-030 -0-120 -0.3% 130-005
Low 128-250 128-220 -0-030 -0.1% 127-265
Close 128-265 129-010 0-065 0.2% 129-110
Range 0-220 0-130 -0-090 -40.9% 2-060
ATR 0-224 0-217 -0-007 -3.0% 0-000
Volume 898,156 1,058,115 159,959 17.8% 6,835,338
Daily Pivots for day following 06-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-050 130-000 129-082
R3 129-240 129-190 129-046
R2 129-110 129-110 129-034
R1 129-060 129-060 129-022 129-085
PP 128-300 128-300 128-300 128-312
S1 128-250 128-250 128-318 128-275
S2 128-170 128-170 128-306
S3 128-040 128-120 128-294
S4 127-230 127-310 128-258
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 135-200 134-215 130-175
R3 133-140 132-155 129-302
R2 131-080 131-080 129-238
R1 130-095 130-095 129-174 130-248
PP 129-020 129-020 129-020 129-096
S1 128-035 128-035 129-046 128-188
S2 126-280 126-280 128-302
S3 124-220 125-295 128-238
S4 122-160 123-235 128-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-005 128-110 1-215 1.3% 0-227 0.5% 41% False False 1,283,183
10 130-005 127-140 2-185 2.0% 0-210 0.5% 62% False False 1,217,831
20 130-005 126-165 3-160 2.7% 0-209 0.5% 72% False False 1,089,963
40 130-005 126-110 3-215 2.8% 0-221 0.5% 73% False False 832,027
60 130-005 124-250 5-075 4.1% 0-197 0.5% 81% False False 555,537
80 130-005 124-000 6-005 4.7% 0-170 0.4% 84% False False 416,720
100 130-005 123-310 6-015 4.7% 0-142 0.3% 84% False False 333,376
120 130-005 123-310 6-015 4.7% 0-118 0.3% 84% False False 277,813
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 0-048
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 130-262
2.618 130-050
1.618 129-240
1.000 129-160
0.618 129-110
HIGH 129-030
0.618 128-300
0.500 128-285
0.382 128-270
LOW 128-220
0.618 128-140
1.000 128-090
1.618 128-010
2.618 127-200
4.250 126-308
Fisher Pivots for day following 06-Oct-2015
Pivot 1 day 3 day
R1 128-315 129-098
PP 128-300 129-068
S1 128-285 129-039

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

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