ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 26-Oct-2015
Day Change Summary
Previous Current
23-Oct-2015 26-Oct-2015 Change Change % Previous Week
Open 128-285 128-130 -0-155 -0.4% 128-305
High 128-295 128-215 -0-080 -0.2% 129-040
Low 128-090 128-105 0-015 0.0% 128-090
Close 128-135 128-190 0-055 0.1% 128-135
Range 0-205 0-110 -0-095 -46.3% 0-270
ATR 0-184 0-179 -0-005 -2.9% 0-000
Volume 1,255,428 743,734 -511,694 -40.8% 5,135,915
Daily Pivots for day following 26-Oct-2015
Classic Woodie Camarilla DeMark
R4 129-180 129-135 128-250
R3 129-070 129-025 128-220
R2 128-280 128-280 128-210
R1 128-235 128-235 128-200 128-258
PP 128-170 128-170 128-170 128-181
S1 128-125 128-125 128-180 128-148
S2 128-060 128-060 128-170
S3 127-270 128-015 128-160
S4 127-160 127-225 128-130
Weekly Pivots for week ending 23-Oct-2015
Classic Woodie Camarilla DeMark
R4 131-045 130-200 128-284
R3 130-095 129-250 128-209
R2 129-145 129-145 128-184
R1 128-300 128-300 128-160 128-248
PP 128-195 128-195 128-195 128-169
S1 128-030 128-030 128-110 127-298
S2 127-245 127-245 128-086
S3 126-295 127-080 128-061
S4 126-025 126-130 127-306
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-030 128-090 0-260 0.6% 0-157 0.4% 38% False False 998,920
10 129-200 128-090 1-110 1.0% 0-155 0.4% 23% False False 977,501
20 130-005 128-055 1-270 1.4% 0-178 0.4% 23% False False 1,041,361
40 130-005 126-165 3-160 2.7% 0-189 0.5% 59% False False 1,033,341
60 130-005 125-270 4-055 3.2% 0-205 0.5% 66% False False 772,650
80 130-005 124-160 5-165 4.3% 0-192 0.5% 74% False False 579,893
100 130-005 123-310 6-015 4.7% 0-163 0.4% 76% False False 463,917
120 130-005 123-310 6-015 4.7% 0-137 0.3% 76% False False 386,597
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 130-042
2.618 129-183
1.618 129-073
1.000 129-005
0.618 128-283
HIGH 128-215
0.618 128-173
0.500 128-160
0.382 128-147
LOW 128-105
0.618 128-037
1.000 127-315
1.618 127-247
2.618 127-137
4.250 126-278
Fisher Pivots for day following 26-Oct-2015
Pivot 1 day 3 day
R1 128-180 128-220
PP 128-170 128-210
S1 128-160 128-200

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

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