ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 126-075 126-300 0-225 0.6% 126-040
High 126-210 126-300 0-090 0.2% 126-210
Low 126-045 126-200 0-155 0.4% 125-225
Close 126-170 126-215 0-045 0.1% 126-170
Range 0-165 0-100 -0-065 -39.4% 0-305
ATR 0-168 0-165 -0-003 -1.6% 0-000
Volume 1,050,601 965,992 -84,609 -8.1% 4,833,717
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-218 127-157 126-270
R3 127-118 127-057 126-242
R2 127-018 127-018 126-233
R1 126-277 126-277 126-224 126-258
PP 126-238 126-238 126-238 126-229
S1 126-177 126-177 126-206 126-158
S2 126-138 126-138 126-197
S3 126-038 126-077 126-188
S4 125-258 125-297 126-160
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 129-050 128-255 127-018
R3 128-065 127-270 126-254
R2 127-080 127-080 126-226
R1 126-285 126-285 126-198 127-022
PP 126-095 126-095 126-095 126-124
S1 125-300 125-300 126-142 126-038
S2 125-110 125-110 126-114
S3 124-125 124-315 126-086
S4 123-140 124-010 126-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-300 125-305 0-315 0.8% 0-115 0.3% 73% True False 897,860
10 127-165 125-225 1-260 1.4% 0-150 0.4% 53% False False 1,122,879
20 129-030 125-225 3-125 2.7% 0-161 0.4% 29% False False 1,123,818
40 130-005 125-225 4-100 3.4% 0-176 0.4% 22% False False 1,091,530
60 130-005 125-225 4-100 3.4% 0-191 0.5% 22% False False 1,059,200
80 130-005 125-200 4-125 3.5% 0-195 0.5% 24% False False 798,237
100 130-005 124-000 6-005 4.7% 0-182 0.4% 44% False False 638,733
120 130-005 123-310 6-015 4.8% 0-156 0.4% 45% False False 532,279
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 0-021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-085
2.618 127-242
1.618 127-142
1.000 127-080
0.618 127-042
HIGH 126-300
0.618 126-262
0.500 126-250
0.382 126-238
LOW 126-200
0.618 126-138
1.000 126-100
1.618 126-038
2.618 125-258
4.250 125-095
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 126-250 126-194
PP 126-238 126-173
S1 126-227 126-152

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

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