ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 126-295 127-215 0-240 0.6% 126-160
High 127-280 127-240 -0-040 -0.1% 127-280
Low 126-295 127-000 0-025 0.1% 126-140
Close 127-230 127-010 -0-220 -0.5% 127-230
Range 0-305 0-240 -0-065 -21.3% 1-140
ATR 0-177 0-182 0-004 2.5% 0-000
Volume 14,980 10,810 -4,170 -27.8% 111,354
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 129-163 129-007 127-142
R3 128-243 128-087 127-076
R2 128-003 128-003 127-054
R1 127-167 127-167 127-032 127-125
PP 127-083 127-083 127-083 127-062
S1 126-247 126-247 126-308 126-205
S2 126-163 126-163 126-286
S3 125-243 126-007 126-264
S4 125-003 125-087 126-198
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-210 131-040 128-163
R3 130-070 129-220 128-036
R2 128-250 128-250 127-314
R1 128-080 128-080 127-272 128-165
PP 127-110 127-110 127-110 127-152
S1 126-260 126-260 127-188 127-025
S2 125-290 125-290 127-146
S3 124-150 125-120 127-104
S4 123-010 123-300 126-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-280 126-225 1-055 0.9% 0-192 0.5% 28% False False 18,411
10 127-280 125-300 1-300 1.5% 0-222 0.5% 56% False False 42,506
20 127-280 125-300 1-300 1.5% 0-169 0.4% 56% False False 590,438
40 129-040 125-225 3-135 2.7% 0-166 0.4% 39% False False 855,105
60 130-005 125-225 4-100 3.4% 0-175 0.4% 31% False False 921,113
80 130-005 125-225 4-100 3.4% 0-186 0.5% 31% False False 930,998
100 130-005 125-200 4-125 3.5% 0-189 0.5% 32% False False 747,036
120 130-005 124-000 6-005 4.7% 0-179 0.4% 50% False False 622,634
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-300
2.618 129-228
1.618 128-308
1.000 128-160
0.618 128-068
HIGH 127-240
0.618 127-148
0.500 127-120
0.382 127-092
LOW 127-000
0.618 126-172
1.000 126-080
1.618 125-252
2.618 125-012
4.250 123-260
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 127-120 127-128
PP 127-083 127-088
S1 127-047 127-049

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

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