ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 07-Oct-2015
Day Change Summary
Previous Current
06-Oct-2015 07-Oct-2015 Change Change % Previous Week
Open 128-265 129-020 0-075 0.2% 127-285
High 129-030 129-040 0-010 0.0% 130-005
Low 128-220 128-195 -0-025 -0.1% 127-265
Close 129-010 128-260 -0-070 -0.2% 129-110
Range 0-130 0-165 0-035 26.9% 2-060
ATR 0-217 0-213 -0-004 -1.7% 0-000
Volume 1,058,115 987,294 -70,821 -6.7% 6,835,338
Daily Pivots for day following 07-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-127 130-038 129-031
R3 129-282 129-193 128-305
R2 129-117 129-117 128-290
R1 129-028 129-028 128-275 128-310
PP 128-272 128-272 128-272 128-252
S1 128-183 128-183 128-245 128-145
S2 128-107 128-107 128-230
S3 127-262 128-018 128-215
S4 127-097 127-173 128-169
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
5 130-005 128-185 1-140 1.1% 0-223 0.5% 16% False False 1,225,322
10 130-005 127-140 2-185 2.0% 0-208 0.5% 53% False False 1,225,098
20 130-005 126-165 3-160 2.7% 0-206 0.5% 66% False False 1,076,738
40 130-005 126-160 3-165 2.7% 0-216 0.5% 66% False False 856,530
60 130-005 124-280 5-045 4.0% 0-198 0.5% 77% False False 571,988
80 130-005 124-000 6-005 4.7% 0-172 0.4% 80% False False 429,061
100 130-005 123-310 6-015 4.7% 0-143 0.3% 80% False False 343,249
120 130-005 123-310 6-015 4.7% 0-119 0.3% 80% False False 286,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-101
2.618 130-152
1.618 129-307
1.000 129-205
0.618 129-142
HIGH 129-040
0.618 128-297
0.500 128-278
0.382 128-258
LOW 128-195
0.618 128-093
1.000 128-030
1.618 127-248
2.618 127-083
4.250 126-134
Fisher Pivots for day following 07-Oct-2015
Pivot 1 day 3 day
R1 128-278 129-012
PP 128-272 128-308
S1 128-266 128-284

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

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