ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 127-050 126-305 -0-065 -0.2% 128-130
High 127-090 127-020 -0-070 -0.2% 129-025
Low 126-255 126-215 -0-040 -0.1% 127-145
Close 126-295 126-265 -0-030 -0.1% 127-220
Range 0-155 0-125 -0-030 -19.4% 1-200
ATR 0-177 0-173 -0-004 -2.1% 0-000
Volume 1,373,910 1,287,589 -86,321 -6.3% 6,013,660
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-008 127-262 127-014
R3 127-203 127-137 126-299
R2 127-078 127-078 126-288
R1 127-012 127-012 126-276 126-302
PP 126-273 126-273 126-273 126-259
S1 126-207 126-207 126-254 126-178
S2 126-148 126-148 126-242
S3 126-023 126-082 126-231
S4 125-218 125-277 126-196
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-303 131-302 128-186
R3 131-103 130-102 128-043
R2 129-223 129-223 127-315
R1 128-222 128-222 127-268 128-122
PP 128-023 128-023 128-023 127-294
S1 127-022 127-022 127-172 126-242
S2 126-143 126-143 127-125
S3 124-263 125-142 127-077
S4 123-063 123-262 126-254
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-265 126-215 1-050 0.9% 0-141 0.3% 14% False True 1,207,765
10 129-025 126-215 2-130 1.9% 0-167 0.4% 6% False True 1,183,665
20 129-200 126-215 2-305 2.3% 0-160 0.4% 5% False True 1,036,123
40 130-005 126-165 3-160 2.8% 0-185 0.5% 9% False False 1,060,000
60 130-005 126-160 3-165 2.8% 0-196 0.5% 9% False False 935,651
80 130-005 124-280 5-045 4.1% 0-189 0.5% 38% False False 702,793
100 130-005 124-000 6-005 4.7% 0-172 0.4% 47% False False 562,291
120 130-005 123-310 6-015 4.8% 0-148 0.4% 47% False False 468,576
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-231
2.618 128-027
1.618 127-222
1.000 127-145
0.618 127-097
HIGH 127-020
0.618 126-292
0.500 126-278
0.382 126-263
LOW 126-215
0.618 126-138
1.000 126-090
1.618 126-013
2.618 125-208
4.250 125-004
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 126-278 127-030
PP 126-273 127-002
S1 126-269 126-293

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

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