ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 126-280 126-310 0-030 0.1% 127-025
High 127-050 127-105 0-055 0.1% 127-200
Low 126-255 126-225 -0-030 -0.1% 125-300
Close 126-295 127-080 0-105 0.3% 126-175
Range 0-115 0-200 0-085 73.9% 1-220
ATR 0-171 0-173 0-002 1.2% 0-000
Volume 20,552 17,511 -3,041 -14.8% 561,623
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-310 128-235 127-190
R3 128-110 128-035 127-135
R2 127-230 127-230 127-117
R1 127-155 127-155 127-098 127-192
PP 127-030 127-030 127-030 127-049
S1 126-275 126-275 127-062 126-312
S2 126-150 126-150 127-043
S3 125-270 126-075 127-025
S4 125-070 125-195 126-290
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-245 130-270 127-152
R3 130-025 129-050 127-004
R2 128-125 128-125 126-274
R1 127-150 127-150 126-224 127-028
PP 126-225 126-225 126-225 126-164
S1 125-250 125-250 126-126 125-128
S2 125-005 125-005 126-076
S3 123-105 124-030 126-026
S4 121-205 122-130 125-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 125-300 1-125 1.1% 0-233 0.6% 94% True False 42,675
10 127-200 125-300 1-220 1.3% 0-184 0.5% 78% False False 274,785
20 127-200 125-300 1-220 1.3% 0-154 0.4% 78% False False 707,550
40 129-200 125-225 3-295 3.1% 0-163 0.4% 39% False False 930,545
60 130-005 125-225 4-100 3.4% 0-174 0.4% 36% False False 975,582
80 130-005 125-225 4-100 3.4% 0-186 0.5% 36% False False 931,567
100 130-005 124-280 5-045 4.0% 0-187 0.5% 46% False False 746,552
120 130-005 124-000 6-005 4.7% 0-174 0.4% 54% False False 622,185
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-315
2.618 128-309
1.618 128-109
1.000 127-305
0.618 127-229
HIGH 127-105
0.618 127-029
0.500 127-005
0.382 126-301
LOW 126-225
0.618 126-101
1.000 126-025
1.618 125-221
2.618 125-021
4.250 124-015
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 127-055 127-041
PP 127-030 127-002
S1 127-005 126-282

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

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