ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 06-Nov-2015
Day Change Summary
Previous Current
05-Nov-2015 06-Nov-2015 Change Change % Previous Week
Open 126-130 126-135 0-005 0.0% 127-010
High 126-155 126-140 -0-015 0.0% 127-105
Low 126-035 125-085 -0-270 -0.7% 125-085
Close 126-085 125-135 -0-270 -0.7% 125-135
Range 0-120 1-055 0-255 212.5% 2-020
ATR 0-158 0-174 0-015 9.8% 0-000
Volume
Daily Pivots for day following 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 129-072 128-158 126-021
R3 128-017 127-103 125-238
R2 126-282 126-282 125-204
R1 126-048 126-048 125-169 125-298
PP 125-227 125-227 125-227 125-191
S1 124-313 124-313 125-101 124-242
S2 124-172 124-172 125-066
S3 123-117 123-258 125-032
S4 122-062 122-203 124-249
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 132-062 130-278 126-178
R3 130-042 128-258 125-317
R2 128-022 128-022 125-256
R1 126-238 126-238 125-196 126-120
PP 126-002 126-002 126-002 125-262
S1 124-218 124-218 125-075 124-100
S2 123-302 123-302 125-014
S3 121-282 122-198 124-274
S4 119-262 120-178 124-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 125-085 2-020 1.6% 0-192 0.5% 8% False True
10 128-220 125-085 3-135 2.7% 0-181 0.5% 5% False True 781
20 129-095 125-085 4-010 3.2% 0-154 0.4% 4% False True 639
40 129-195 125-085 4-110 3.5% 0-116 0.3% 4% False True 375
60 129-195 125-085 4-110 3.5% 0-078 0.2% 4% False True 250
80 129-195 124-175 5-020 4.0% 0-058 0.1% 17% False False 187
100 129-195 123-180 6-015 4.8% 0-047 0.1% 31% False False 150
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 0-026
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 131-134
2.618 129-162
1.618 128-107
1.000 127-195
0.618 127-052
HIGH 126-140
0.618 125-317
0.500 125-272
0.382 125-228
LOW 125-085
0.618 124-173
1.000 124-030
1.618 123-118
2.618 122-063
4.250 120-091
Fisher Pivots for day following 06-Nov-2015
Pivot 1 day 3 day
R1 125-272 125-315
PP 125-227 125-255
S1 125-181 125-195

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

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