ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 15-Oct-2015
Day Change Summary
Previous Current
14-Oct-2015 15-Oct-2015 Change Change % Previous Week
Open 128-300 129-190 0-210 0.5% 129-095
High 129-200 129-200 0-000 0.0% 129-150
Low 128-290 129-025 0-055 0.1% 128-055
Close 129-175 129-040 -0-135 -0.3% 128-155
Range 0-230 0-175 -0-055 -23.9% 1-095
ATR 0-202 0-200 -0-002 -0.9% 0-000
Volume 1,215,022 1,079,901 -135,121 -11.1% 5,081,074
Daily Pivots for day following 15-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-293 130-182 129-136
R3 130-118 130-007 129-088
R2 129-263 129-263 129-072
R1 129-152 129-152 129-056 129-120
PP 129-088 129-088 129-088 129-072
S1 128-297 128-297 129-024 128-265
S2 128-233 128-233 129-008
S3 128-058 128-122 128-312
S4 127-203 127-267 128-264
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% 0-163 0.4% 66% True False 845,728
10 130-005 128-055 1-270 1.4% 0-201 0.5% 52% False False 1,027,449
20 130-005 127-105 2-220 2.1% 0-196 0.5% 67% False False 1,069,463
40 130-005 126-165 3-160 2.7% 0-208 0.5% 75% False False 988,927
60 130-005 125-140 4-185 3.5% 0-206 0.5% 81% False False 662,066
80 130-005 124-000 6-005 4.7% 0-185 0.4% 85% False False 496,691
100 130-005 123-310 6-015 4.7% 0-154 0.4% 85% False False 397,353
120 130-005 123-310 6-015 4.7% 0-128 0.3% 85% False False 331,128
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 0-047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-304
2.618 131-018
1.618 130-163
1.000 130-055
0.618 129-308
HIGH 129-200
0.618 129-133
0.500 129-112
0.382 129-092
LOW 129-025
0.618 128-237
1.000 128-170
1.618 128-062
2.618 127-207
4.250 126-241
Fisher Pivots for day following 15-Oct-2015
Pivot 1 day 3 day
R1 129-112 129-040
PP 129-088 129-040
S1 129-064 129-040

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

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