ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 14-Oct-2015

Day Change Summary
	Previous	Current
	13-Oct-2015	14-Oct-2015	Change	Change %	Previous Week
Open	128-250	128-300	0-050	0.1%	129-095
High	128-315	129-200	0-205	0.5%	129-150
Low	128-200	128-290	0-090	0.2%	128-055
Close	128-275	129-175	0-220	0.5%	128-155
Range	0-115	0-230	0-115	100.0%	1-095
ATR	0-198	0-202	0-003	1.7%	0-000
Volume	823,755	1,215,022	391,267	47.5%	5,081,074

Daily Pivots for day following 14-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-165	131-080	129-302
R3	130-255	130-170	129-238
R2	130-025	130-025	129-217
R1	129-260	129-260	129-196	129-302
PP	129-115	129-115	129-115	129-136
S1	129-030	129-030	129-154	129-072
S2	128-205	128-205	129-133
S3	127-295	128-120	129-112
S4	127-065	127-210	129-048

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	129-200	128-055	1-145	1.1%	0-173	0.4%	95%	True	False	866,109
10	130-005	128-055	1-270	1.4%	0-198	0.5%	75%	False	False	1,045,715
20	130-005	126-170	3-155	2.7%	0-204	0.5%	87%	False	False	1,074,792
40	130-005	126-160	3-165	2.7%	0-212	0.5%	87%	False	False	962,719
60	130-005	125-130	4-195	3.6%	0-204	0.5%	90%	False	False	644,083
80	130-005	124-000	6-005	4.6%	0-183	0.4%	92%	False	False	483,192
100	130-005	123-310	6-015	4.7%	0-152	0.4%	92%	False	False	386,554
120	130-005	123-310	6-015	4.7%	0-127	0.3%	92%	False	False	322,129

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-051
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	132-218
2.618	131-162
1.618	130-252
1.000	130-110
0.618	130-022
HIGH	129-200
0.618	129-112
0.500	129-085
0.382	129-058
LOW	128-290
0.618	128-148
1.000	128-060
1.618	127-238
2.618	127-008
4.250	125-272

Fisher Pivots for day following 14-Oct-2015
Pivot	1 day	3 day
R1	129-145	129-120
PP	129-115	129-065
S1	129-085	129-010

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols