ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 14-Oct-2015
Day Change Summary
Previous Current
13-Oct-2015 14-Oct-2015 Change Change % Previous Week
Open 128-250 128-300 0-050 0.1% 129-095
High 128-315 129-200 0-205 0.5% 129-150
Low 128-200 128-290 0-090 0.2% 128-055
Close 128-275 129-175 0-220 0.5% 128-155
Range 0-115 0-230 0-115 100.0% 1-095
ATR 0-198 0-202 0-003 1.7% 0-000
Volume 823,755 1,215,022 391,267 47.5% 5,081,074
Daily Pivots for day following 14-Oct-2015
Classic Woodie Camarilla DeMark
R4 131-165 131-080 129-302
R3 130-255 130-170 129-238
R2 130-025 130-025 129-217
R1 129-260 129-260 129-196 129-302
PP 129-115 129-115 129-115 129-136
S1 129-030 129-030 129-154 129-072
S2 128-205 128-205 129-133
S3 127-295 128-120 129-112
S4 127-065 127-210 129-048
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
5 129-200 128-055 1-145 1.1% 0-173 0.4% 95% True False 866,109
10 130-005 128-055 1-270 1.4% 0-198 0.5% 75% False False 1,045,715
20 130-005 126-170 3-155 2.7% 0-204 0.5% 87% False False 1,074,792
40 130-005 126-160 3-165 2.7% 0-212 0.5% 87% False False 962,719
60 130-005 125-130 4-195 3.6% 0-204 0.5% 90% False False 644,083
80 130-005 124-000 6-005 4.6% 0-183 0.4% 92% False False 483,192
100 130-005 123-310 6-015 4.7% 0-152 0.4% 92% False False 386,554
120 130-005 123-310 6-015 4.7% 0-127 0.3% 92% False False 322,129
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 0-051
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-218
2.618 131-162
1.618 130-252
1.000 130-110
0.618 130-022
HIGH 129-200
0.618 129-112
0.500 129-085
0.382 129-058
LOW 128-290
0.618 128-148
1.000 128-060
1.618 127-238
2.618 127-008
4.250 125-272
Fisher Pivots for day following 14-Oct-2015
Pivot 1 day 3 day
R1 129-145 129-120
PP 129-115 129-065
S1 129-085 129-010

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

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