ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 28-Oct-2015
Day Change Summary
Previous Current
27-Oct-2015 28-Oct-2015 Change Change % Previous Week
Open 128-195 128-275 0-080 0.2% 128-305
High 129-025 128-290 -0-055 -0.1% 129-040
Low 128-180 128-035 -0-145 -0.4% 128-090
Close 128-295 128-065 -0-230 -0.6% 128-135
Range 0-165 0-255 0-090 54.5% 0-270
ATR 0-178 0-184 0-006 3.3% 0-000
Volume 943,946 1,285,733 341,787 36.2% 5,135,915
Daily Pivots for day following 28-Oct-2015
Classic Woodie Camarilla DeMark
R4 130-255 130-095 128-205
R3 130-000 129-160 128-135
R2 129-065 129-065 128-112
R1 128-225 128-225 128-088 128-178
PP 128-130 128-130 128-130 128-106
S1 127-290 127-290 128-042 127-242
S2 127-195 127-195 128-018
S3 126-260 127-035 127-315
S4 126-005 126-100 127-245
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
5 129-030 128-035 0-315 0.8% 0-174 0.4% 10% False True 1,067,221
10 129-200 128-035 1-165 1.2% 0-162 0.4% 6% False True 996,592
20 130-005 128-035 1-290 1.5% 0-180 0.4% 5% False True 1,021,153
40 130-005 126-165 3-160 2.7% 0-188 0.5% 48% False False 1,028,670
60 130-005 125-270 4-055 3.3% 0-205 0.5% 57% False False 809,686
80 130-005 124-160 5-165 4.3% 0-191 0.5% 67% False False 607,763
100 130-005 123-310 6-015 4.7% 0-165 0.4% 70% False False 486,213
120 130-005 123-310 6-015 4.7% 0-140 0.3% 70% False False 405,178
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 True
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 132-094
2.618 130-318
1.618 130-063
1.000 129-225
0.618 129-128
HIGH 128-290
0.618 128-193
0.500 128-162
0.382 128-132
LOW 128-035
0.618 127-197
1.000 127-100
1.618 126-262
2.618 126-007
4.250 124-231
Fisher Pivots for day following 28-Oct-2015
Pivot 1 day 3 day
R1 128-162 128-190
PP 128-130 128-148
S1 128-098 128-107

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

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