ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 21-Oct-2015

Day Change Summary
	Previous	Current
	20-Oct-2015	21-Oct-2015	Change	Change %	Previous Week
Open	128-110	128-090	-0-020	0.0%	128-050
High	128-220	128-200	-0-020	0.0%	129-095
Low	128-045	128-090	0-045	0.1%	128-050
Close	128-065	128-165	0-100	0.2%	128-230
Range	0-175	0-110	-0-065	-37.2%	1-045
ATR	0-153	0-151	-0-001	-0.8%	0-000
Volume	0	819	819		2,410

Daily Pivots for day following 21-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	129-162	129-113	128-225
R3	129-052	129-003	128-195
R2	128-262	128-262	128-185
R1	128-213	128-213	128-175	128-237
PP	128-152	128-152	128-152	128-164
S1	128-103	128-103	128-155	128-128
S2	128-042	128-042	128-145
S3	127-252	127-313	128-135
S4	127-142	127-203	128-105

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	132-047	131-183	129-111
R3	131-002	130-138	129-010
R2	129-277	129-277	128-297
R1	129-093	129-093	128-263	129-185
PP	128-232	128-232	128-232	128-278
S1	128-048	128-048	128-197	128-140
S2	127-187	127-187	128-163
S3	126-142	127-003	128-130
S4	125-097	125-278	128-029

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-085	128-045	1-040	0.9%	0-133	0.3%	33%	False	False	163
10	129-095	127-260	1-155	1.2%	0-140	0.3%	47%	False	False	322
20	129-195	127-055	2-140	1.9%	0-131	0.3%	55%	False	False	272
40	129-195	126-005	3-190	2.8%	0-066	0.2%	70%	False	False	136
60	129-195	125-165	4-030	3.2%	0-044	0.1%	73%	False	False	90
80	129-195	124-030	5-165	4.3%	0-033	0.1%	80%	False	False	68
100	129-195	123-160	6-035	4.8%	0-026	0.1%	82%	False	False	54

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-029
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	130-027
2.618	129-168
1.618	129-058
1.000	128-310
0.618	128-268
HIGH	128-200
0.618	128-158
0.500	128-145
0.382	128-132
LOW	128-090
0.618	128-022
1.000	127-300
1.618	127-232
2.618	127-122
4.250	126-263

Fisher Pivots for day following 21-Oct-2015
Pivot	1 day	3 day
R1	128-158	128-157
PP	128-152	128-150
S1	128-145	128-142

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols