ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 126-305 126-300 -0-005 0.0% 127-245
High 127-020 127-000 -0-020 0.0% 127-265
Low 126-215 125-280 -0-255 -0.6% 125-280
Close 126-265 126-015 -0-250 -0.6% 126-015
Range 0-125 1-040 0-235 188.0% 1-305
ATR 0-173 0-186 0-013 7.7% 0-000
Volume 1,287,589 1,844,567 556,978 43.3% 6,412,133
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 129-218 128-317 126-213
R3 128-178 127-277 126-114
R2 127-138 127-138 126-081
R1 126-237 126-237 126-048 126-168
PP 126-098 126-098 126-098 126-064
S1 125-197 125-197 125-302 125-128
S2 125-058 125-058 125-269
S3 124-018 124-157 125-236
S4 122-298 123-117 125-137
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 132-142 131-063 127-039
R3 130-157 129-078 126-187
R2 128-172 128-172 126-130
R1 127-093 127-093 126-072 126-300
PP 126-187 126-187 126-187 126-130
S1 125-108 125-108 125-278 124-315
S2 124-202 124-202 125-220
S3 122-217 123-123 125-163
S4 120-232 121-138 124-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-265 125-280 1-305 1.5% 0-189 0.5% 9% False True 1,282,426
10 129-025 125-280 3-065 2.5% 0-182 0.5% 5% False True 1,242,579
20 129-200 125-280 3-240 3.0% 0-169 0.4% 5% False True 1,080,566
40 130-005 125-280 4-045 3.3% 0-190 0.5% 4% False True 1,087,557
60 130-005 125-280 4-045 3.3% 0-198 0.5% 4% False True 966,025
80 130-005 124-280 5-045 4.1% 0-193 0.5% 23% False False 725,848
100 130-005 124-000 6-005 4.8% 0-175 0.4% 34% False False 580,737
120 130-005 123-310 6-015 4.8% 0-151 0.4% 34% False False 483,948
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 0-027
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 131-250
2.618 129-302
1.618 128-262
1.000 128-040
0.618 127-222
HIGH 127-000
0.618 126-182
0.500 126-140
0.382 126-098
LOW 125-280
0.618 125-058
1.000 124-240
1.618 124-018
2.618 122-298
4.250 121-030
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 126-140 126-185
PP 126-098 126-128
S1 126-057 126-072

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

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