ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 126-035 125-220 -0-135 -0.3% 125-280
High 126-055 126-090 0-035 0.1% 127-100
Low 125-125 125-210 0-085 0.2% 125-250
Close 125-240 126-040 0-120 0.3% 127-050
Range 0-250 0-200 -0-050 -20.0% 1-170
ATR 0-198 0-198 0-000 0.1% 0-000
Volume 1,005,880 981,541 -24,339 -2.4% 5,113,793
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-287 127-203 126-150
R3 127-087 127-003 126-095
R2 126-207 126-207 126-077
R1 126-123 126-123 126-058 126-165
PP 126-007 126-007 126-007 126-028
S1 125-243 125-243 126-022 125-285
S2 125-127 125-127 126-003
S3 124-247 125-043 125-305
S4 124-047 124-163 125-250
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
5 127-100 125-125 1-295 1.5% 0-252 0.6% 38% False False 1,059,701
10 127-100 125-090 2-010 1.6% 0-221 0.5% 42% False False 1,075,272
20 127-100 125-090 2-010 1.6% 0-195 0.5% 42% False False 1,009,942
40 128-240 125-010 3-230 2.9% 0-173 0.4% 29% False False 508,752
60 129-195 125-010 4-185 3.6% 0-159 0.4% 24% False False 339,258
80 129-195 125-010 4-185 3.6% 0-119 0.3% 24% False False 254,444
100 129-195 125-010 4-185 3.6% 0-096 0.2% 24% False False 203,555
120 129-195 124-030 5-165 4.4% 0-080 0.2% 37% False False 169,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-046
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-300
2.618 127-294
1.618 127-094
1.000 126-290
0.618 126-214
HIGH 126-090
0.618 126-014
0.500 125-310
0.382 125-286
LOW 125-210
0.618 125-086
1.000 125-010
1.618 124-206
2.618 124-006
4.250 123-000
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 126-023 126-026
PP 126-007 126-012
S1 125-310 125-318

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

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