ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 29-Dec-2015

Day Change Summary
	Previous	Current
	28-Dec-2015	29-Dec-2015	Change	Change %	Previous Week
Open	126-030	126-080	0-050	0.1%	126-135
High	126-130	126-105	-0-025	-0.1%	126-240
Low	126-005	125-175	-0-150	-0.4%	125-285
Close	126-085	125-210	-0-195	-0.5%	126-055
Range	0-125	0-250	0-125	100.0%	0-275
ATR	0-173	0-179	0-005	3.2%	0-000
Volume	327,705	620,234	292,529	89.3%	1,742,487

Daily Pivots for day following 29-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-060	127-225	126-028
R3	127-130	126-295	125-279
R2	126-200	126-200	125-256
R1	126-045	126-045	125-233	125-318
PP	125-270	125-270	125-270	125-246
S1	125-115	125-115	125-187	125-068
S2	125-020	125-020	125-164
S3	124-090	124-185	125-141
S4	123-160	123-255	125-072

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	128-272	128-118	126-206
R3	127-317	127-163	126-131
R2	127-042	127-042	126-105
R1	126-208	126-208	126-080	126-148
PP	126-087	126-087	126-087	126-056
S1	125-253	125-253	126-030	125-192
S2	125-132	125-132	126-005
S3	124-177	124-298	125-299
S4	123-222	124-023	125-224

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	126-210	125-175	1-035	0.9%	0-144	0.4%	10%	False	True	424,137
10	126-240	125-125	1-115	1.1%	0-170	0.4%	20%	False	False	641,463
20	127-100	125-090	2-010	1.6%	0-206	0.5%	18%	False	False	900,191
40	127-105	125-010	2-095	1.8%	0-172	0.4%	27%	False	False	595,391
60	129-095	125-010	4-085	3.4%	0-164	0.4%	15%	False	False	397,167
80	129-195	125-010	4-185	3.6%	0-132	0.3%	14%	False	False	297,883
100	129-195	125-010	4-185	3.6%	0-106	0.3%	14%	False	False	238,306
120	129-195	124-075	5-120	4.3%	0-088	0.2%	26%	False	False	198,588

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-028
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	129-208
2.618	128-120
1.618	127-190
1.000	127-035
0.618	126-260
HIGH	126-105
0.618	126-010
0.500	125-300
0.382	125-270
LOW	125-175
0.618	125-020
1.000	124-245
1.618	124-090
2.618	123-160
4.250	122-072

Fisher Pivots for day following 29-Dec-2015
Pivot	1 day	3 day
R1	125-300	125-312
PP	125-270	125-278
S1	125-240	125-244

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