ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 27-Oct-2015

Day Change Summary
	Previous	Current
	26-Oct-2015	27-Oct-2015	Change	Change %	Previous Week
Open	128-130	128-195	0-065	0.2%	128-305
High	128-215	129-025	0-130	0.3%	129-040
Low	128-105	128-180	0-075	0.2%	128-090
Close	128-190	128-295	0-105	0.3%	128-135
Range	0-110	0-165	0-055	50.0%	0-270
ATR	0-179	0-178	-0-001	-0.6%	0-000
Volume	743,734	943,946	200,212	26.9%	5,135,915

Daily Pivots for day following 27-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	130-128	130-057	129-066
R3	129-283	129-212	129-020
R2	129-118	129-118	129-005
R1	129-047	129-047	128-310	129-082
PP	128-273	128-273	128-273	128-291
S1	128-202	128-202	128-280	128-238
S2	128-108	128-108	128-265
S3	127-263	128-037	128-250
S4	127-098	127-192	128-204

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	131-045	130-200	128-284
R3	130-095	129-250	128-209
R2	129-145	129-145	128-184
R1	128-300	128-300	128-160	128-248
PP	128-195	128-195	128-195	128-169
S1	128-030	128-030	128-110	127-298
S2	127-245	127-245	128-086
S3	126-295	127-080	128-061
S4	126-025	126-130	127-306

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-030	128-090	0-260	0.6%	0-153	0.4%	79%	False	False	979,381
10	129-200	128-090	1-110	1.0%	0-160	0.4%	48%	False	False	989,521
20	130-005	128-055	1-270	1.4%	0-177	0.4%	41%	False	False	1,020,697
40	130-005	126-165	3-160	2.7%	0-186	0.5%	69%	False	False	1,029,109
60	130-005	125-270	4-055	3.2%	0-205	0.5%	74%	False	False	788,291
80	130-005	124-160	5-165	4.3%	0-191	0.5%	80%	False	False	591,692
100	130-005	123-310	6-015	4.7%	0-164	0.4%	82%	False	False	473,356
120	130-005	123-310	6-015	4.7%	0-138	0.3%	82%	False	False	394,463

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	True
Bear Hook	False
Bull Hook	False
Stretch	0-027
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-086
2.618	130-137
1.618	129-292
1.000	129-190
0.618	129-127
HIGH	129-025
0.618	128-282
0.500	128-262
0.382	128-243
LOW	128-180
0.618	128-078
1.000	128-015
1.618	127-233
2.618	127-068
4.250	126-119

Fisher Pivots for day following 27-Oct-2015
Pivot	1 day	3 day
R1	128-284	128-269
PP	128-273	128-243
S1	128-262	128-218

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