ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 20-Nov-2015

Day Change Summary
	Previous	Current
	19-Nov-2015	20-Nov-2015	Change	Change %	Previous Week
Open	126-000	126-050	0-050	0.1%	126-085
High	126-095	126-115	0-020	0.0%	126-115
Low	125-305	126-020	0-035	0.1%	125-220
Close	126-055	126-025	-0-030	-0.1%	126-025
Range	0-110	0-095	-0-015	-13.6%	0-215
ATR	0-152	0-148	-0-004	-2.7%	0-000
Volume	131,122	286,524	155,402	118.5%	485,537

Daily Pivots for day following 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	127-018	126-277	126-077
R3	126-243	126-182	126-051
R2	126-148	126-148	126-042
R1	126-087	126-087	126-034	126-070
PP	126-053	126-053	126-053	126-045
S1	125-312	125-312	126-016	125-295
S2	125-278	125-278	126-008
S3	125-183	125-217	125-319
S4	125-088	125-122	125-293

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-018	127-237	126-143
R3	127-123	127-022	126-084
R2	126-228	126-228	126-064
R1	126-127	126-127	126-045	126-070
PP	126-013	126-013	126-013	125-305
S1	125-232	125-232	126-005	125-175
S2	125-118	125-118	125-306
S3	124-223	125-017	125-286
S4	124-008	124-122	125-227

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-115	125-220	0-215	0.5%	0-118	0.3%	58%	True	False	97,107
10	126-115	125-010	1-105	1.1%	0-120	0.3%	79%	True	False	55,932
20	128-220	125-010	3-210	2.9%	0-151	0.4%	29%	False	False	28,356
40	129-195	125-010	4-185	3.6%	0-144	0.4%	23%	False	False	14,358
60	129-195	125-010	4-185	3.6%	0-098	0.2%	23%	False	False	9,572
80	129-195	125-010	4-185	3.6%	0-073	0.2%	23%	False	False	7,179
100	129-195	124-075	5-120	4.3%	0-059	0.1%	34%	False	False	5,743
120	129-195	123-160	6-035	4.8%	0-049	0.1%	42%	False	False	4,786

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0-025
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	127-199
2.618	127-044
1.618	126-269
1.000	126-210
0.618	126-174
HIGH	126-115
0.618	126-079
0.500	126-068
0.382	126-056
LOW	126-020
0.618	125-281
1.000	125-245
1.618	125-186
2.618	125-091
4.250	124-256

Fisher Pivots for day following 20-Nov-2015
Pivot	1 day	3 day
R1	126-068	126-028
PP	126-053	126-027
S1	126-039	126-026

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols