ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 02-Oct-2015
Day Change Summary
Previous Current
01-Oct-2015 02-Oct-2015 Change Change % Previous Week
Open 128-280 128-255 -0-025 -0.1% 127-285
High 129-010 130-005 0-315 0.8% 130-005
Low 128-185 128-190 0-005 0.0% 127-265
Close 128-240 129-110 0-190 0.5% 129-110
Range 0-145 1-135 0-310 213.8% 2-060
ATR 0-206 0-224 0-018 8.6% 0-000
Volume 1,262,564 1,920,484 657,920 52.1% 6,835,338
Daily Pivots for day following 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 133-187 132-283 130-040
R3 132-052 131-148 129-235
R2 130-237 130-237 129-193
R1 130-013 130-013 129-152 130-125
PP 129-102 129-102 129-102 129-158
S1 128-198 128-198 129-068 128-310
S2 127-287 127-287 129-027
S3 126-152 127-063 128-305
S4 125-017 125-248 128-180
Weekly Pivots for week ending 02-Oct-2015
Classic Woodie Camarilla DeMark
R4 135-200 134-215 130-175
R3 133-140 132-155 129-302
R2 131-080 131-080 129-238
R1 130-095 130-095 129-174 130-248
PP 129-020 129-020 129-020 129-096
S1 128-035 128-035 129-046 128-188
S2 126-280 126-280 128-302
S3 124-220 125-295 128-238
S4 122-160 123-235 128-045
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-005 127-265 2-060 1.7% 0-237 0.6% 69% True False 1,367,067
10 130-005 127-105 2-220 2.1% 0-219 0.5% 75% True False 1,193,191
20 130-005 126-165 3-160 2.7% 0-212 0.5% 81% True False 1,094,925
40 130-005 126-030 3-295 3.0% 0-223 0.5% 83% True False 783,342
60 130-005 124-160 5-165 4.3% 0-198 0.5% 88% True False 522,994
80 130-005 124-000 6-005 4.7% 0-166 0.4% 89% True False 392,266
100 130-005 123-310 6-015 4.7% 0-138 0.3% 89% True False 313,813
120 130-005 123-310 6-015 4.7% 0-115 0.3% 89% True False 261,511
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 0-038
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 136-019
2.618 133-236
1.618 132-101
1.000 131-140
0.618 130-286
HIGH 130-005
0.618 129-151
0.500 129-098
0.382 129-044
LOW 128-190
0.618 127-229
1.000 127-055
1.618 126-094
2.618 124-279
4.250 122-176
Fisher Pivots for day following 02-Oct-2015
Pivot 1 day 3 day
R1 129-106 129-092
PP 129-102 129-075
S1 129-098 129-058

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

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