ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 23-Oct-2015
Day Change Summary
Previous Current
22-Oct-2015 23-Oct-2015 Change Change % Previous Week
Open 128-115 128-060 -0-055 -0.1% 128-175
High 128-240 128-060 -0-180 -0.4% 128-240
Low 128-110 127-290 -0-140 -0.3% 127-290
Close 128-195 128-005 -0-190 -0.5% 128-005
Range 0-130 0-090 -0-040 -30.8% 0-270
ATR 0-150 0-155 0-005 3.6% 0-000
Volume 1,751 0 -1,751 -100.0% 2,570
Daily Pivots for day following 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 128-282 128-233 128-054
R3 128-192 128-143 128-030
R2 128-102 128-102 128-021
R1 128-053 128-053 128-013 128-032
PP 128-012 128-012 128-012 128-001
S1 127-283 127-283 127-317 127-263
S2 127-242 127-242 127-308
S3 127-152 127-193 127-300
S4 127-062 127-103 127-276
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-242 130-073 128-153
R3 129-292 129-123 128-079
R2 129-022 129-022 128-054
R1 128-173 128-173 128-030 128-122
PP 128-072 128-072 128-072 128-046
S1 127-223 127-223 127-300 127-173
S2 127-122 127-122 127-275
S3 126-172 126-273 127-251
S4 125-222 126-003 127-177
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-240 127-290 0-270 0.7% 0-124 0.3% 13% False True 514
10 129-095 127-290 1-125 1.1% 0-128 0.3% 8% False True 498
20 129-195 127-260 1-255 1.4% 0-137 0.3% 11% False False 359
40 129-195 126-005 3-190 2.8% 0-071 0.2% 56% False False 179
60 129-195 125-165 4-030 3.2% 0-047 0.1% 61% False False 119
80 129-195 124-075 5-120 4.2% 0-036 0.1% 70% False False 89
100 129-195 123-160 6-035 4.8% 0-028 0.1% 74% False False 71
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 0-024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 129-122
2.618 128-296
1.618 128-206
1.000 128-150
0.618 128-116
HIGH 128-060
0.618 128-026
0.500 128-015
0.382 128-004
LOW 127-290
0.618 127-234
1.000 127-200
1.618 127-144
2.618 127-054
4.250 126-228
Fisher Pivots for day following 23-Oct-2015
Pivot 1 day 3 day
R1 128-015 128-105
PP 128-012 128-072
S1 128-008 128-038

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

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