ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 13-Oct-2015
Day Change Summary
Previous Current
12-Oct-2015 13-Oct-2015 Change Change % Previous Week
Open 128-180 128-250 0-070 0.2% 129-095
High 128-260 128-315 0-055 0.1% 129-150
Low 128-140 128-200 0-060 0.1% 128-055
Close 128-245 128-275 0-030 0.1% 128-155
Range 0-120 0-115 -0-005 -4.2% 1-095
ATR 0-205 0-198 -0-006 -3.1% 0-000
Volume 154,259 823,755 669,496 434.0% 5,081,074
Daily Pivots for day following 13-Oct-2015
Classic Woodie Camarilla DeMark
R4 129-288 129-237 129-018
R3 129-173 129-122 128-307
R2 129-058 129-058 128-296
R1 129-007 129-007 128-286 129-032
PP 128-263 128-263 128-263 128-276
S1 128-212 128-212 128-264 128-238
S2 128-148 128-148 128-254
S3 128-033 128-097 128-243
S4 127-238 127-302 128-212
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% 0-160 0.4% 72% False False 820,563
10 130-005 128-055 1-270 1.4% 0-194 0.5% 37% False False 1,051,873
20 130-005 126-165 3-160 2.7% 0-198 0.5% 67% False False 1,065,655
40 130-005 126-160 3-165 2.7% 0-210 0.5% 67% False False 932,589
60 130-005 124-280 5-045 4.0% 0-203 0.5% 78% False False 623,890
80 130-005 124-000 6-005 4.7% 0-180 0.4% 81% False False 468,005
100 130-005 123-310 6-015 4.7% 0-150 0.4% 81% False False 374,404
120 130-005 123-310 6-015 4.7% 0-125 0.3% 81% False False 312,003
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 19 trading days
Fibonacci Retracements and Extensions
4.250 130-164
2.618 129-296
1.618 129-181
1.000 129-110
0.618 129-066
HIGH 128-315
0.618 128-271
0.500 128-258
0.382 128-244
LOW 128-200
0.618 128-129
1.000 128-085
1.618 128-014
2.618 127-219
4.250 127-031
Fisher Pivots for day following 13-Oct-2015
Pivot 1 day 3 day
R1 128-269 128-245
PP 128-263 128-215
S1 128-258 128-185

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

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