ECBOT 10 Year T-Note Future December 2015

Trading Metrics calculated at close of trading on 19-Nov-2015

Day Change Summary
	Previous	Current
	18-Nov-2015	19-Nov-2015	Change	Change %	Previous Week
Open	126-220	126-195	-0-025	-0.1%	126-040
High	126-250	126-285	0-035	0.1%	126-210
Low	126-135	126-175	0-040	0.1%	125-225
Close	126-210	126-250	0-040	0.1%	126-170
Range	0-115	0-110	-0-005	-4.3%	0-305
ATR	0-162	0-158	-0-004	-2.3%	0-000
Volume	901,423	1,016,791	115,368	12.8%	4,833,717

Daily Pivots for day following 19-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-247	127-198	126-310
R3	127-137	127-088	126-280
R2	127-027	127-027	126-270
R1	126-298	126-298	126-260	127-002
PP	126-237	126-237	126-237	126-249
S1	126-188	126-188	126-240	126-212
S2	126-127	126-127	126-230
S3	126-017	126-078	126-220
S4	125-227	125-288	126-190

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	126-045	0-255	0.6%	0-132	0.3%	80%	False	False	1,004,116
10	127-000	125-225	1-095	1.0%	0-147	0.4%	83%	False	False	1,064,826
20	129-025	125-225	3-120	2.7%	0-157	0.4%	32%	False	False	1,124,246
40	130-005	125-225	4-100	3.4%	0-169	0.4%	25%	False	False	1,088,343
60	130-005	125-225	4-100	3.4%	0-180	0.4%	25%	False	False	1,074,666
80	130-005	125-200	4-125	3.5%	0-195	0.5%	26%	False	False	835,683
100	130-005	124-160	5-165	4.4%	0-185	0.5%	41%	False	False	668,773
120	130-005	123-310	6-015	4.8%	0-159	0.4%	47%	False	False	557,312

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-024
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	128-112
2.618	127-253
1.618	127-143
1.000	127-075
0.618	127-033
HIGH	126-285
0.618	126-243
0.500	126-230
0.382	126-217
LOW	126-175
0.618	126-107
1.000	126-065
1.618	125-317
2.618	125-207
4.250	125-028

Fisher Pivots for day following 19-Nov-2015
Pivot	1 day	3 day
R1	126-243	126-231
PP	126-237	126-212
S1	126-230	126-192

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