ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Oct-2015
Day Change Summary
Previous Current
29-Oct-2015 30-Oct-2015 Change Change % Previous Week
Open 127-230 127-055 -0-175 -0.4% 128-005
High 127-255 127-100 -0-155 -0.4% 128-220
Low 127-025 126-305 -0-040 -0.1% 126-305
Close 127-035 127-065 0-030 0.1% 127-065
Range 0-230 0-115 -0-115 -50.0% 1-235
ATR 0-166 0-163 -0-004 -2.2% 0-000
Volume 0 2,313 2,313 7,812
Daily Pivots for day following 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 128-075 128-025 127-128
R3 127-280 127-230 127-097
R2 127-165 127-165 127-086
R1 127-115 127-115 127-076 127-140
PP 127-050 127-050 127-050 127-062
S1 127-000 127-000 127-054 127-025
S2 126-255 126-255 127-044
S3 126-140 126-205 127-033
S4 126-025 126-090 127-002
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-262 131-238 128-050
R3 131-027 130-003 127-218
R2 129-112 129-112 127-167
R1 128-088 128-088 127-116 127-302
PP 127-197 127-197 127-197 127-144
S1 126-173 126-173 127-014 126-067
S2 125-282 125-282 126-283
S3 124-047 124-258 126-232
S4 122-132 123-023 126-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-220 126-305 1-235 1.4% 0-170 0.4% 14% False True 1,562
10 128-240 126-305 1-255 1.4% 0-147 0.4% 14% False True 1,038
20 129-095 126-305 2-110 1.8% 0-147 0.4% 11% False True 719
40 129-195 126-005 3-190 2.8% 0-092 0.2% 33% False False 375
60 129-195 125-255 3-260 3.0% 0-062 0.2% 37% False False 250
80 129-195 124-075 5-120 4.2% 0-046 0.1% 55% False False 187
100 129-195 123-180 6-015 4.8% 0-037 0.1% 60% False False 150
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 128-269
2.618 128-081
1.618 127-286
1.000 127-215
0.618 127-171
HIGH 127-100
0.618 127-056
0.500 127-042
0.382 127-029
LOW 126-305
0.618 126-234
1.000 126-190
1.618 126-119
2.618 126-004
4.250 125-136
Fisher Pivots for day following 30-Oct-2015
Pivot 1 day 3 day
R1 127-057 127-235
PP 127-050 127-178
S1 127-042 127-122

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

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