ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 126-135 125-145 -0-310 -0.8% 127-010
High 126-140 125-150 -0-310 -0.8% 127-105
Low 125-085 125-010 -0-075 -0.2% 125-085
Close 125-135 125-115 -0-020 0.0% 125-135
Range 1-055 0-140 -0-235 -62.7% 2-020
ATR 0-174 0-171 -0-002 -1.4% 0-000
Volume
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 126-192 126-133 125-192
R3 126-052 125-313 125-154
R2 125-232 125-232 125-141
R1 125-173 125-173 125-128 125-133
PP 125-092 125-092 125-092 125-071
S1 125-033 125-033 125-102 124-313
S2 124-272 124-272 125-089
S3 124-132 124-213 125-077
S4 123-312 124-073 125-038
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
5 126-310 125-010 1-300 1.5% 0-188 0.5% 17% False True
10 128-220 125-010 3-210 2.9% 0-185 0.5% 9% False True 659
20 129-095 125-010 4-085 3.4% 0-158 0.4% 8% False True 639
40 129-195 125-010 4-185 3.7% 0-120 0.3% 7% False True 375
60 129-195 125-010 4-185 3.7% 0-080 0.2% 7% False True 250
80 129-195 124-175 5-020 4.0% 0-060 0.1% 16% False False 187
100 129-195 123-180 6-015 4.8% 0-048 0.1% 30% False False 150
Crabel Price Patterns
NR True
NR4 False
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 2 trading days
Fibonacci Retracements and Extensions
4.250 127-105
2.618 126-197
1.618 126-057
1.000 125-290
0.618 125-237
HIGH 125-150
0.618 125-097
0.500 125-080
0.382 125-063
LOW 125-010
0.618 124-243
1.000 124-190
1.618 124-103
2.618 123-283
4.250 123-055
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 125-103 125-243
PP 125-092 125-200
S1 125-080 125-158

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

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