ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 127-175 126-225 -0-270 -0.7% 127-240
High 127-225 126-280 -0-265 -0.6% 127-245
Low 126-185 126-165 -0-020 0.0% 126-255
Close 126-225 126-165 -0-060 -0.1% 127-170
Range 1-040 0-115 -0-245 -68.1% 0-310
ATR 0-212 0-205 -0-007 -3.3% 0-000
Volume 1,005,405 1,032,271 26,866 2.7% 3,828,746
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 127-228 127-152 126-228
R3 127-113 127-037 126-197
R2 126-318 126-318 126-186
R1 126-242 126-242 126-176 126-222
PP 126-203 126-203 126-203 126-194
S1 126-127 126-127 126-154 126-108
S2 126-088 126-088 126-144
S3 125-293 126-012 126-133
S4 125-178 125-217 126-102
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 130-087 129-278 128-020
R3 129-097 128-288 127-255
R2 128-107 128-107 127-227
R1 127-298 127-298 127-198 127-208
PP 127-117 127-117 127-117 127-071
S1 126-308 126-308 127-142 126-218
S2 126-127 126-127 127-113
S3 125-137 125-318 127-085
S4 124-147 125-008 127-000
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-225 126-165 1-060 0.9% 0-183 0.5% 0% False True 873,893
10 128-040 126-165 1-195 1.3% 0-182 0.4% 0% False True 968,503
20 129-110 126-160 2-270 2.2% 0-220 0.5% 1% False False 850,646
40 129-110 125-130 3-300 3.1% 0-204 0.5% 28% False False 428,729
60 129-110 124-000 5-110 4.2% 0-176 0.4% 47% False False 285,993
80 129-110 123-310 5-120 4.2% 0-139 0.3% 47% False False 214,495
100 129-110 123-310 5-120 4.2% 0-111 0.3% 47% False False 171,596
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 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-261
1.618 127-146
1.000 127-075
0.618 127-031
HIGH 126-280
0.618 126-236
0.500 126-222
0.382 126-209
LOW 126-165
0.618 126-094
1.000 126-050
1.618 125-299
2.618 125-184
4.250 124-316
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 126-222 127-035
PP 126-203 126-292
S1 126-184 126-228

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

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