ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Dec-2015
Day Change Summary
Previous Current
17-Dec-2015 18-Dec-2015 Change Change % Previous Week
Open 125-220 126-085 0-185 0.5% 127-045
High 126-090 126-210 0-120 0.3% 127-060
Low 125-210 126-060 0-170 0.4% 125-125
Close 126-040 126-155 0-115 0.3% 126-155
Range 0-200 0-150 -0-050 -25.0% 1-255
ATR 0-198 0-196 -0-002 -1.0% 0-000
Volume 981,541 784,697 -196,844 -20.1% 4,802,422
Daily Pivots for day following 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-272 127-203 126-238
R3 127-122 127-053 126-196
R2 126-292 126-292 126-182
R1 126-223 126-223 126-169 126-258
PP 126-142 126-142 126-142 126-159
S1 126-073 126-073 126-141 126-108
S2 125-312 125-312 126-128
S3 125-162 125-243 126-114
S4 125-012 125-093 126-072
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-238 130-292 127-151
R3 129-303 129-037 126-313
R2 128-048 128-048 126-260
R1 127-102 127-102 126-208 126-268
PP 126-113 126-113 126-113 126-036
S1 125-167 125-167 126-102 125-012
S2 124-178 124-178 126-050
S3 122-243 123-232 125-317
S4 120-308 121-297 125-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-060 125-125 1-255 1.4% 0-216 0.5% 61% False False 960,484
10 127-100 125-125 1-295 1.5% 0-211 0.5% 57% False False 991,621
20 127-100 125-090 2-010 1.6% 0-197 0.5% 59% False False 1,042,621
40 128-220 125-010 3-210 2.9% 0-174 0.4% 40% False False 528,325
60 129-195 125-010 4-185 3.6% 0-161 0.4% 32% False False 352,337
80 129-195 125-010 4-185 3.6% 0-121 0.3% 32% False False 264,252
100 129-195 125-010 4-185 3.6% 0-097 0.2% 32% False False 211,402
120 129-195 124-030 5-165 4.4% 0-081 0.2% 43% False False 176,168
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 0-036
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-208
2.618 127-283
1.618 127-133
1.000 127-040
0.618 126-303
HIGH 126-210
0.618 126-153
0.500 126-135
0.382 126-117
LOW 126-060
0.618 125-287
1.000 125-230
1.618 125-137
2.618 124-307
4.250 124-062
Fisher Pivots for day following 18-Dec-2015
Pivot 1 day 3 day
R1 126-148 126-106
PP 126-142 126-057
S1 126-135 126-008

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

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