ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Sep-2015
Day Change Summary
Previous Current
23-Sep-2015 24-Sep-2015 Change Change % Previous Week
Open 127-170 127-220 0-050 0.1% 127-015
High 127-170 127-260 0-090 0.2% 127-150
Low 127-170 127-220 0-050 0.1% 126-005
Close 127-170 127-220 0-050 0.1% 127-150
Range 0-000 0-040 0-040 1-145
ATR 0-130 0-127 -0-003 -2.2% 0-000
Volume
Daily Pivots for day following 24-Sep-2015
Classic Woodie Camarilla DeMark
R4 128-033 128-007 127-242
R3 127-313 127-287 127-231
R2 127-273 127-273 127-227
R1 127-247 127-247 127-224 127-240
PP 127-233 127-233 127-233 127-230
S1 127-207 127-207 127-216 127-200
S2 127-193 127-193 127-213
S3 127-153 127-167 127-209
S4 127-113 127-127 127-198
Weekly Pivots for week ending 18-Sep-2015
Classic Woodie Camarilla DeMark
R4 131-110 130-275 128-086
R3 129-285 129-130 127-278
R2 128-140 128-140 127-235
R1 127-305 127-305 127-193 128-063
PP 126-315 126-315 126-315 127-034
S1 126-160 126-160 127-107 126-238
S2 125-170 125-170 127-065
S3 124-025 125-015 127-022
S4 122-200 123-190 126-214
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-260 126-290 0-290 0.7% 0-008 0.0% 86% True False
10 127-260 126-005 1-255 1.4% 0-004 0.0% 93% True False
20 127-260 126-005 1-255 1.4% 0-002 0.0% 93% True False
40 128-040 125-165 2-195 2.0% 0-001 0.0% 83% False False
60 128-040 124-030 4-010 3.2% 0-001 0.0% 89% False False
80 128-040 123-160 4-200 3.6% 0-000 0.0% 91% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-000
Widest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 128-110
2.618 128-045
1.618 128-005
1.000 127-300
0.618 127-285
HIGH 127-260
0.618 127-245
0.500 127-240
0.382 127-235
LOW 127-220
0.618 127-195
1.000 127-180
1.618 127-155
2.618 127-115
4.250 127-050
Fisher Pivots for day following 24-Sep-2015
Pivot 1 day 3 day
R1 127-240 127-218
PP 127-233 127-217
S1 127-227 127-215

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

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