ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 125-145 125-130 -0-015 0.0% 127-010
High 125-150 125-220 0-070 0.2% 127-105
Low 125-010 125-095 0-085 0.2% 125-085
Close 125-115 125-205 0-090 0.2% 125-135
Range 0-140 0-125 -0-015 -10.7% 2-020
ATR 0-171 0-168 -0-003 -1.9% 0-000
Volume 0 14,847 14,847 0
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 126-228 126-182 125-274
R3 126-103 126-057 125-239
R2 125-298 125-298 125-228
R1 125-252 125-252 125-216 125-275
PP 125-173 125-173 125-173 125-185
S1 125-127 125-127 125-194 125-150
S2 125-048 125-048 125-182
S3 124-243 125-002 125-171
S4 124-118 124-197 125-136
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
5 126-225 125-010 1-215 1.3% 0-182 0.5% 36% False False 2,969
10 128-165 125-010 3-155 2.8% 0-184 0.5% 17% False False 1,716
20 129-095 125-010 4-085 3.4% 0-159 0.4% 14% False False 1,369
40 129-195 125-010 4-185 3.6% 0-123 0.3% 13% False False 746
60 129-195 125-010 4-185 3.6% 0-082 0.2% 13% False False 497
80 129-195 124-280 4-235 3.8% 0-061 0.2% 16% False False 373
100 129-195 123-180 6-015 4.8% 0-049 0.1% 34% False False 298
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 0-028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-111
2.618 126-227
1.618 126-102
1.000 126-025
0.618 125-297
HIGH 125-220
0.618 125-172
0.500 125-158
0.382 125-143
LOW 125-095
0.618 125-018
1.000 124-290
1.618 124-213
2.618 124-088
4.250 123-204
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 125-189 125-235
PP 125-173 125-225
S1 125-158 125-215

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

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