ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 16-Nov-2015
Day Change Summary
Previous Current
13-Nov-2015 16-Nov-2015 Change Change % Previous Week
Open 125-170 126-085 0-235 0.6% 125-145
High 126-000 126-105 0-105 0.3% 126-000
Low 125-160 126-005 0-165 0.4% 125-010
Close 125-290 126-020 0-050 0.1% 125-290
Range 0-160 0-100 -0-060 -37.5% 0-310
ATR 0-159 0-157 -0-002 -1.1% 0-000
Volume 30,340 21,136 -9,204 -30.3% 73,783
Daily Pivots for day following 16-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-023 126-282 126-075
R3 126-243 126-182 126-048
R2 126-143 126-143 126-038
R1 126-082 126-082 126-029 126-062
PP 126-043 126-043 126-043 126-034
S1 125-302 125-302 126-011 125-282
S2 125-263 125-263 126-002
S3 125-163 125-202 125-312
S4 125-063 125-102 125-285
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-177 128-063 126-141
R3 127-187 127-073 126-055
R2 126-197 126-197 126-027
R1 126-083 126-083 125-318 126-140
PP 125-207 125-207 125-207 125-235
S1 125-093 125-093 125-262 125-150
S2 124-217 124-217 125-233
S3 123-227 124-103 125-205
S4 122-237 123-113 125-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-105 125-095 1-010 0.8% 0-114 0.3% 74% True False 18,983
10 126-310 125-010 1-300 1.5% 0-151 0.4% 53% False False 9,491
20 128-240 125-010 3-230 2.9% 0-151 0.4% 28% False False 5,265
40 129-195 125-010 4-185 3.6% 0-134 0.3% 23% False False 2,748
60 129-195 125-010 4-185 3.6% 0-089 0.2% 23% False False 1,832
80 129-195 125-010 4-185 3.6% 0-067 0.2% 23% False False 1,374
100 129-195 123-180 6-015 4.8% 0-054 0.1% 41% False False 1,099
120 129-195 123-160 6-035 4.8% 0-045 0.1% 42% False False 916
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 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-210
2.618 127-047
1.618 126-267
1.000 126-205
0.618 126-167
HIGH 126-105
0.618 126-067
0.500 126-055
0.382 126-043
LOW 126-005
0.618 125-263
1.000 125-225
1.618 125-163
2.618 125-063
4.250 124-220
Fisher Pivots for day following 16-Nov-2015
Pivot 1 day 3 day
R1 126-055 125-316
PP 126-043 125-292
S1 126-032 125-268

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

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