ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 22-Oct-2015
Day Change Summary
Previous Current
21-Oct-2015 22-Oct-2015 Change Change % Previous Week
Open 128-180 128-295 0-115 0.3% 128-180
High 129-000 129-030 0-030 0.1% 129-200
Low 128-170 128-215 0-045 0.1% 128-140
Close 128-280 128-300 0-020 0.0% 129-010
Range 0-150 0-135 -0-015 -10.0% 1-060
ATR 0-186 0-182 -0-004 -2.0% 0-000
Volume 846,532 1,107,265 260,733 30.8% 4,049,629
Daily Pivots for day following 22-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-053 129-312 129-054
R3 129-238 129-177 129-017
R2 129-103 129-103 129-005
R1 129-042 129-042 128-312 129-072
PP 128-288 128-288 128-288 128-304
S1 128-227 128-227 128-288 128-258
S2 128-153 128-153 128-275
S3 128-018 128-092 128-263
S4 127-203 127-277 128-226
Weekly Pivots for week ending 16-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-190 132-000 129-219
R3 131-130 130-260 129-114
R2 130-070 130-070 129-080
R1 129-200 129-200 129-045 129-295
PP 129-010 129-010 129-010 129-058
S1 128-140 128-140 128-295 128-235
S2 127-270 127-270 128-260
S3 126-210 127-080 128-226
S4 125-150 126-020 128-121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-095 128-155 0-260 0.6% 0-143 0.3% 56% False False 931,435
10 129-200 128-055 1-145 1.1% 0-153 0.4% 53% False False 888,581
20 130-005 127-140 2-185 2.0% 0-182 0.4% 58% False False 1,052,441
40 130-005 126-165 3-160 2.7% 0-192 0.5% 69% False False 1,049,877
60 130-005 125-200 4-125 3.4% 0-208 0.5% 75% False False 739,495
80 130-005 124-160 5-165 4.3% 0-192 0.5% 80% False False 554,905
100 130-005 123-310 6-015 4.7% 0-159 0.4% 82% False False 443,925
120 130-005 123-310 6-015 4.7% 0-134 0.3% 82% False False 369,938
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-038
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-284
2.618 130-063
1.618 129-248
1.000 129-165
0.618 129-113
HIGH 129-030
0.618 128-298
0.500 128-282
0.382 128-267
LOW 128-215
0.618 128-132
1.000 128-080
1.618 127-317
2.618 127-182
4.250 126-281
Fisher Pivots for day following 22-Oct-2015
Pivot 1 day 3 day
R1 128-294 128-284
PP 128-288 128-268
S1 128-282 128-252

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

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