ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 128-030 128-050 0-020 0.0% 128-235
High 128-090 128-120 0-030 0.1% 129-000
Low 127-260 128-050 0-110 0.3% 127-260
Close 128-025 128-115 0-090 0.2% 128-025
Range 0-150 0-070 -0-080 -53.3% 1-060
ATR 0-157 0-153 -0-004 -2.8% 0-000
Volume 0 5 5 1,595
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 128-305 128-280 128-153
R3 128-235 128-210 128-134
R2 128-165 128-165 128-128
R1 128-140 128-140 128-121 128-152
PP 128-095 128-095 128-095 128-101
S1 128-070 128-070 128-109 128-083
S2 128-025 128-025 128-102
S3 127-275 128-000 128-096
S4 127-205 127-250 128-077
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 131-275 131-050 128-234
R3 130-215 129-310 128-129
R2 129-155 129-155 128-095
R1 128-250 128-250 128-060 128-172
PP 128-095 128-095 128-095 128-056
S1 127-190 127-190 127-310 127-112
S2 127-035 127-035 127-275
S3 125-295 126-130 127-240
S4 124-235 125-070 127-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-260 127-260 1-000 0.8% 0-139 0.3% 55% False False 320
10 129-195 127-260 1-255 1.4% 0-153 0.4% 30% False False 220
20 129-195 126-005 3-190 2.8% 0-082 0.2% 65% False False 110
40 129-195 126-005 3-190 2.8% 0-041 0.1% 65% False False 55
60 129-195 124-175 5-020 3.9% 0-027 0.1% 75% False False 36
80 129-195 123-180 6-015 4.7% 0-020 0.0% 79% False False 27
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 129-097
2.618 128-303
1.618 128-233
1.000 128-190
0.618 128-163
HIGH 128-120
0.618 128-093
0.500 128-085
0.382 128-077
LOW 128-050
0.618 128-007
1.000 127-300
1.618 127-257
2.618 127-187
4.250 127-073
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 128-105 128-099
PP 128-095 128-083
S1 128-085 128-068

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

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