ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Sep-2015
Day Change Summary
Previous Current
29-Sep-2015 30-Sep-2015 Change Change % Previous Week
Open 128-090 128-020 -0-070 -0.2% 126-290
High 128-130 128-145 0-015 0.0% 127-260
Low 128-000 128-005 0-005 0.0% 126-290
Close 128-120 128-095 -0-025 -0.1% 127-115
Range 0-130 0-140 0-010 7.7% 0-290
ATR 0-135 0-136 0-000 0.3% 0-000
Volume 186 0 -186 -100.0% 1
Daily Pivots for day following 30-Sep-2015
Classic Woodie Camarilla DeMark
R4 129-182 129-118 128-172
R3 129-042 128-298 128-134
R2 128-222 128-222 128-121
R1 128-158 128-158 128-108 128-190
PP 128-082 128-082 128-082 128-097
S1 128-018 128-018 128-082 128-050
S2 127-262 127-262 128-069
S3 127-122 127-198 128-057
S4 126-302 127-058 128-018
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-025 129-200 127-274
R3 129-055 128-230 127-195
R2 128-085 128-085 127-168
R1 127-260 127-260 127-142 128-012
PP 127-115 127-115 127-115 127-151
S1 126-290 126-290 127-088 127-043
S2 126-145 126-145 127-062
S3 125-175 126-000 127-035
S4 124-205 125-030 126-276
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-145 127-055 1-090 1.0% 0-074 0.2% 88% True False 40
10 128-145 126-255 1-210 1.3% 0-037 0.1% 91% True False 20
20 128-145 126-005 2-140 1.9% 0-019 0.0% 94% True False 10
40 128-145 125-165 2-300 2.3% 0-009 0.0% 95% True False 5
60 128-145 124-075 4-070 3.3% 0-006 0.0% 96% True False 3
80 128-145 123-160 4-305 3.9% 0-005 0.0% 97% True False 2
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 0-006
Widest range in 88 trading days
Fibonacci Retracements and Extensions
4.250 130-100
2.618 129-192
1.618 129-052
1.000 128-285
0.618 128-232
HIGH 128-145
0.618 128-092
0.500 128-075
0.382 128-058
LOW 128-005
0.618 127-238
1.000 127-185
1.618 127-098
2.618 126-278
4.250 126-050
Fisher Pivots for day following 30-Sep-2015
Pivot 1 day 3 day
R1 128-088 128-085
PP 128-082 128-075
S1 128-075 128-065

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

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