ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Dec-2015
Day Change Summary
Previous Current
10-Dec-2015 11-Dec-2015 Change Change % Previous Week
Open 126-175 126-100 -0-075 -0.2% 125-280
High 126-225 127-100 0-195 0.5% 127-100
Low 126-095 126-090 -0-005 0.0% 125-250
Close 126-105 127-050 0-265 0.7% 127-050
Range 0-130 1-010 0-200 153.8% 1-170
ATR 0-175 0-186 0-011 6.3% 0-000
Volume 785,778 1,280,780 495,002 63.0% 5,113,793
Daily Pivots for day following 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 130-003 129-197 127-232
R3 128-313 128-187 127-141
R2 127-303 127-303 127-110
R1 127-177 127-177 127-080 127-240
PP 126-293 126-293 126-293 127-005
S1 126-167 126-167 127-020 126-230
S2 125-283 125-283 126-310
S3 124-273 125-157 126-279
S4 123-263 124-147 126-188
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-110 130-250 128-000
R3 129-260 129-080 127-185
R2 128-090 128-090 127-140
R1 127-230 127-230 127-095 128-000
PP 126-240 126-240 126-240 126-285
S1 126-060 126-060 127-005 126-150
S2 125-070 125-070 126-280
S3 123-220 124-210 126-235
S4 122-050 123-040 126-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-100 125-250 1-170 1.2% 0-206 0.5% 90% True False 1,022,758
10 127-100 125-090 2-010 1.6% 0-226 0.6% 92% True False 1,146,279
20 127-100 125-090 2-010 1.6% 0-176 0.4% 92% True False 813,967
40 128-310 125-010 3-300 3.1% 0-163 0.4% 54% False False 408,329
60 129-195 125-010 4-185 3.6% 0-144 0.4% 46% False False 272,296
80 129-195 125-010 4-185 3.6% 0-108 0.3% 46% False False 204,222
100 129-195 125-010 4-185 3.6% 0-086 0.2% 46% False False 163,377
120 129-195 123-180 6-015 4.8% 0-072 0.2% 59% False False 136,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-222
2.618 130-004
1.618 128-314
1.000 128-110
0.618 127-304
HIGH 127-100
0.618 126-294
0.500 126-255
0.382 126-216
LOW 126-090
0.618 125-206
1.000 125-080
1.618 124-196
2.618 123-186
4.250 121-288
Fisher Pivots for day following 11-Dec-2015
Pivot 1 day 3 day
R1 127-012 127-002
PP 126-293 126-275
S1 126-255 126-228

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

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