ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 125-315 126-040 0-045 0.1% 127-245
High 126-115 126-075 -0-040 -0.1% 127-265
Low 125-305 126-010 0-025 0.1% 125-280
Close 126-095 126-020 -0-075 -0.2% 126-015
Range 0-130 0-065 -0-065 -50.0% 1-305
ATR 0-179 0-172 -0-007 -3.8% 0-000
Volume 1,127,084 231,599 -895,485 -79.5% 6,412,133
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 126-230 126-190 126-056
R3 126-165 126-125 126-038
R2 126-100 126-100 126-032
R1 126-060 126-060 126-026 126-048
PP 126-035 126-035 126-035 126-029
S1 125-315 125-315 126-014 125-302
S2 125-290 125-290 126-008
S3 125-225 125-250 126-002
S4 125-160 125-185 125-304
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
5 127-020 125-225 1-115 1.1% 0-164 0.4% 26% False False 1,160,249
10 128-085 125-225 2-180 2.0% 0-163 0.4% 14% False False 1,212,147
20 129-200 125-225 3-295 3.1% 0-163 0.4% 9% False False 1,104,369
40 130-005 125-225 4-100 3.4% 0-183 0.5% 8% False False 1,089,581
60 130-005 125-225 4-100 3.4% 0-196 0.5% 8% False False 1,009,936
80 130-005 125-130 4-195 3.7% 0-194 0.5% 14% False False 759,155
100 130-005 124-000 6-005 4.8% 0-179 0.4% 34% False False 607,428
120 130-005 123-310 6-015 4.8% 0-154 0.4% 35% False False 506,190
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 81 trading days
Fibonacci Retracements and Extensions
4.250 127-031
2.618 126-245
1.618 126-180
1.000 126-140
0.618 126-115
HIGH 126-075
0.618 126-050
0.500 126-042
0.382 126-035
LOW 126-010
0.618 125-290
1.000 125-265
1.618 125-225
2.618 125-160
4.250 125-054
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 126-042 126-017
PP 126-035 126-013
S1 126-028 126-010

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

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