ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Nov-2015
Day Change Summary
Previous Current
10-Nov-2015 11-Nov-2015 Change Change % Previous Week
Open 125-130 125-190 0-060 0.1% 127-010
High 125-220 125-190 -0-030 -0.1% 127-105
Low 125-095 125-120 0-025 0.1% 125-085
Close 125-205 125-125 -0-080 -0.2% 125-135
Range 0-125 0-070 -0-055 -44.0% 2-020
ATR 0-168 0-162 -0-006 -3.5% 0-000
Volume 14,847 0 -14,847 -100.0% 0
Daily Pivots for day following 11-Nov-2015
Classic Woodie Camarilla DeMark
R4 126-035 125-310 125-164
R3 125-285 125-240 125-144
R2 125-215 125-215 125-138
R1 125-170 125-170 125-131 125-158
PP 125-145 125-145 125-145 125-139
S1 125-100 125-100 125-119 125-087
S2 125-075 125-075 125-112
S3 125-005 125-030 125-106
S4 124-255 124-280 125-086
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
5 126-155 125-010 1-145 1.2% 0-166 0.4% 25% False False 2,969
10 127-255 125-010 2-245 2.2% 0-164 0.4% 13% False False 1,716
20 129-085 125-010 4-075 3.4% 0-151 0.4% 8% False False 1,261
40 129-195 125-010 4-185 3.7% 0-125 0.3% 8% False False 746
60 129-195 125-010 4-185 3.7% 0-083 0.2% 8% False False 497
80 129-195 125-000 4-195 3.7% 0-062 0.2% 8% False False 373
100 129-195 123-180 6-015 4.8% 0-050 0.1% 30% False False 298
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 126-168
2.618 126-053
1.618 125-303
1.000 125-260
0.618 125-233
HIGH 125-190
0.618 125-163
0.500 125-155
0.382 125-147
LOW 125-120
0.618 125-077
1.000 125-050
1.618 125-007
2.618 124-257
4.250 124-142
Fisher Pivots for day following 11-Nov-2015
Pivot 1 day 3 day
R1 125-155 125-122
PP 125-145 125-118
S1 125-135 125-115

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

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