ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 08-Oct-2015
Day Change Summary
Previous Current
07-Oct-2015 08-Oct-2015 Change Change % Previous Week
Open 129-020 128-230 -0-110 -0.3% 127-285
High 129-040 129-020 -0-020 0.0% 130-005
Low 128-195 128-115 -0-080 -0.2% 127-265
Close 128-260 128-150 -0-110 -0.3% 129-110
Range 0-165 0-225 0-060 36.4% 2-060
ATR 0-213 0-214 0-001 0.4% 0-000
Volume 987,294 1,181,806 194,512 19.7% 6,835,338
Daily Pivots for day following 08-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-237 130-098 128-274
R3 130-012 129-193 128-212
R2 129-107 129-107 128-191
R1 128-288 128-288 128-171 128-245
PP 128-202 128-202 128-202 128-180
S1 128-063 128-063 128-129 128-020
S2 127-297 127-297 128-109
S3 127-072 127-158 128-088
S4 126-167 126-253 128-026
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
5 130-005 128-115 1-210 1.3% 0-239 0.6% 7% False True 1,209,171
10 130-005 127-140 2-185 2.0% 0-210 0.5% 40% False False 1,216,301
20 130-005 126-165 3-160 2.7% 0-210 0.5% 56% False False 1,083,876
40 130-005 126-160 3-165 2.7% 0-214 0.5% 56% False False 885,414
60 130-005 124-280 5-045 4.0% 0-199 0.5% 70% False False 591,683
80 130-005 124-000 6-005 4.7% 0-175 0.4% 74% False False 443,833
100 130-005 123-310 6-015 4.7% 0-145 0.4% 74% False False 355,067
120 130-005 123-310 6-015 4.7% 0-121 0.3% 74% False False 295,889
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-049
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-016
2.618 130-289
1.618 130-064
1.000 129-245
0.618 129-159
HIGH 129-020
0.618 128-254
0.500 128-228
0.382 128-201
LOW 128-115
0.618 127-296
1.000 127-210
1.618 127-071
2.618 126-166
4.250 125-119
Fisher Pivots for day following 08-Oct-2015
Pivot 1 day 3 day
R1 128-228 128-238
PP 128-202 128-208
S1 128-176 128-179

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

View Archives - Comment on this page... - Back to Index of Symbols