ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Oct-2015
Day Change Summary
Previous Current
08-Oct-2015 09-Oct-2015 Change Change % Previous Week
Open 128-230 128-165 -0-065 -0.2% 129-095
High 129-020 128-230 -0-110 -0.3% 129-150
Low 128-115 128-055 -0-060 -0.1% 128-055
Close 128-150 128-155 0-005 0.0% 128-155
Range 0-225 0-175 -0-050 -22.2% 1-095
ATR 0-214 0-211 -0-003 -1.3% 0-000
Volume 1,181,806 955,703 -226,103 -19.1% 5,081,074
Daily Pivots for day following 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-032 129-268 128-251
R3 129-177 129-093 128-203
R2 129-002 129-002 128-187
R1 128-238 128-238 128-171 128-192
PP 128-147 128-147 128-147 128-124
S1 128-063 128-063 128-139 128-018
S2 127-292 127-292 128-123
S3 127-117 127-208 128-107
S4 126-262 127-033 128-059
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-192 131-268 129-063
R3 131-097 130-173 128-269
R2 130-002 130-002 128-231
R1 129-078 129-078 128-193 128-312
PP 128-227 128-227 128-227 128-184
S1 127-303 127-303 128-117 127-218
S2 127-132 127-132 128-079
S3 126-037 126-208 128-041
S4 124-262 125-113 127-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-150 128-055 1-095 1.0% 0-183 0.4% 24% False True 1,016,214
10 130-005 127-265 2-060 1.7% 0-210 0.5% 30% False False 1,191,641
20 130-005 126-165 3-160 2.7% 0-210 0.5% 56% False False 1,094,547
40 130-005 126-160 3-165 2.7% 0-212 0.5% 56% False False 908,755
60 130-005 124-280 5-045 4.0% 0-200 0.5% 70% False False 607,609
80 130-005 124-000 6-005 4.7% 0-177 0.4% 75% False False 455,780
100 130-005 123-310 6-015 4.7% 0-147 0.4% 75% False False 364,624
120 130-005 123-310 6-015 4.7% 0-123 0.3% 75% False False 303,853
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 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-014
2.618 130-048
1.618 129-193
1.000 129-085
0.618 129-018
HIGH 128-230
0.618 128-163
0.500 128-142
0.382 128-122
LOW 128-055
0.618 127-267
1.000 127-200
1.618 127-092
2.618 126-237
4.250 125-271
Fisher Pivots for day following 09-Oct-2015
Pivot 1 day 3 day
R1 128-151 128-208
PP 128-147 128-190
S1 128-142 128-172

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

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