ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 09-Nov-2015

Day Change Summary
	Previous	Current
	06-Nov-2015	09-Nov-2015	Change	Change %	Previous Week
Open	126-300	126-040	-0-260	-0.6%	127-245
High	127-000	126-045	-0-275	-0.7%	127-265
Low	125-280	125-225	-0-055	-0.1%	125-280
Close	126-015	126-010	-0-005	0.0%	126-015
Range	1-040	0-140	-0-220	-61.1%	1-305
ATR	0-186	0-183	-0-003	-1.8%	0-000
Volume	1,844,567	1,310,407	-534,160	-29.0%	6,412,133

Daily Pivots for day following 09-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-087	127-028	126-087
R3	126-267	126-208	126-048
R2	126-127	126-127	126-036
R1	126-068	126-068	126-023	126-028
PP	125-307	125-307	125-307	125-286
S1	125-248	125-248	125-317	125-208
S2	125-167	125-167	125-304
S3	125-027	125-108	125-292
S4	124-207	124-288	125-253

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	127-165	125-225	1-260	1.4%	0-186	0.5%	18%	False	True	1,347,898
10	129-025	125-225	3-120	2.7%	0-186	0.5%	10%	False	True	1,299,246
20	129-200	125-225	3-295	3.1%	0-170	0.4%	8%	False	True	1,138,374
40	130-005	125-225	4-100	3.4%	0-190	0.5%	8%	False	True	1,106,556
60	130-005	125-225	4-100	3.4%	0-198	0.5%	8%	False	True	987,669
80	130-005	124-280	5-045	4.1%	0-194	0.5%	22%	False	False	742,216
100	130-005	124-000	6-005	4.8%	0-177	0.4%	34%	False	False	593,841
120	130-005	123-310	6-015	4.8%	0-152	0.4%	34%	False	False	494,868

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	0-025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	128-000
2.618	127-092
1.618	126-272
1.000	126-185
0.618	126-132
HIGH	126-045
0.618	125-312
0.500	125-295
0.382	125-278
LOW	125-225
0.618	125-138
1.000	125-085
1.618	124-318
2.618	124-178
4.250	123-270

Fisher Pivots for day following 09-Nov-2015
Pivot	1 day	3 day
R1	125-318	126-122
PP	125-307	126-085
S1	125-295	126-048

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