ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 12-Oct-2015
Day Change Summary
Previous Current
09-Oct-2015 12-Oct-2015 Change Change % Previous Week
Open 128-165 128-180 0-015 0.0% 129-095
High 128-230 128-260 0-030 0.1% 129-150
Low 128-055 128-140 0-085 0.2% 128-055
Close 128-155 128-245 0-090 0.2% 128-155
Range 0-175 0-120 -0-055 -31.4% 1-095
ATR 0-211 0-205 -0-007 -3.1% 0-000
Volume 955,703 154,259 -801,444 -83.9% 5,081,074
Daily Pivots for day following 12-Oct-2015
Classic Woodie Camarilla DeMark
R4 129-255 129-210 128-311
R3 129-135 129-090 128-278
R2 129-015 129-015 128-267
R1 128-290 128-290 128-256 128-312
PP 128-215 128-215 128-215 128-226
S1 128-170 128-170 128-234 128-192
S2 128-095 128-095 128-223
S3 127-295 128-050 128-212
S4 127-175 127-250 128-179
Weekly Pivots for week ending 09-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-192 131-268 129-063
R3 131-097 130-173 128-269
R2 130-002 130-002 128-231
R1 129-078 129-078 128-193 128-312
PP 128-227 128-227 128-227 128-184
S1 127-303 127-303 128-117 127-218
S2 127-132 127-132 128-079
S3 126-037 126-208 128-041
S4 124-262 125-113 127-247
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-040 128-055 0-305 0.7% 0-163 0.4% 62% False False 867,435
10 130-005 128-055 1-270 1.4% 0-202 0.5% 32% False False 1,105,221
20 130-005 126-165 3-160 2.7% 0-210 0.5% 64% False False 1,074,737
40 130-005 126-160 3-165 2.7% 0-211 0.5% 64% False False 912,316
60 130-005 124-280 5-045 4.0% 0-202 0.5% 76% False False 610,163
80 130-005 124-000 6-005 4.7% 0-178 0.4% 79% False False 457,708
100 130-005 123-310 6-015 4.7% 0-148 0.4% 79% False False 366,167
120 130-005 123-310 6-015 4.7% 0-124 0.3% 79% False False 305,139
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-054
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 130-130
2.618 129-254
1.618 129-134
1.000 129-060
0.618 129-014
HIGH 128-260
0.618 128-214
0.500 128-200
0.382 128-186
LOW 128-140
0.618 128-066
1.000 128-020
1.618 127-266
2.618 127-146
4.250 126-270
Fisher Pivots for day following 12-Oct-2015
Pivot 1 day 3 day
R1 128-230 128-229
PP 128-215 128-213
S1 128-200 128-198

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

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