ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 15-Dec-2015
Day Change Summary
Previous Current
14-Dec-2015 15-Dec-2015 Change Change % Previous Week
Open 127-045 126-140 -0-225 -0.6% 125-280
High 127-060 126-190 -0-190 -0.5% 127-100
Low 126-120 125-290 -0-150 -0.4% 125-250
Close 126-135 126-035 -0-100 -0.2% 127-050
Range 0-260 0-220 -0-040 -15.4% 1-170
ATR 0-192 0-194 0-002 1.1% 0-000
Volume 1,078,215 952,089 -126,126 -11.7% 5,113,793
Daily Pivots for day following 15-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-085 127-280 126-156
R3 127-185 127-060 126-096
R2 126-285 126-285 126-075
R1 126-160 126-160 126-055 126-112
PP 126-065 126-065 126-065 126-041
S1 125-260 125-260 126-015 125-212
S2 125-165 125-165 125-315
S3 124-265 125-040 125-294
S4 124-045 124-140 125-234
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
5 127-100 125-290 1-130 1.1% 0-230 0.6% 14% False True 1,050,555
10 127-100 125-090 2-010 1.6% 0-236 0.6% 41% False False 1,131,987
20 127-100 125-090 2-010 1.6% 0-187 0.5% 41% False False 912,908
40 128-240 125-010 3-230 2.9% 0-169 0.4% 29% False False 459,087
60 129-195 125-010 4-185 3.6% 0-152 0.4% 24% False False 306,135
80 129-195 125-010 4-185 3.6% 0-114 0.3% 24% False False 229,601
100 129-195 125-010 4-185 3.6% 0-091 0.2% 24% False False 183,681
120 129-195 123-180 6-015 4.8% 0-076 0.2% 42% False False 153,067
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 0-044
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-165
2.618 128-126
1.618 127-226
1.000 127-090
0.618 127-006
HIGH 126-190
0.618 126-106
0.500 126-080
0.382 126-054
LOW 125-290
0.618 125-154
1.000 125-070
1.618 124-254
2.618 124-034
4.250 122-315
Fisher Pivots for day following 15-Dec-2015
Pivot 1 day 3 day
R1 126-080 126-195
PP 126-065 126-142
S1 126-050 126-088

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

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