ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 09-Nov-2015
Day Change Summary
Previous Current
06-Nov-2015 09-Nov-2015 Change Change % Previous Week
Open 126-300 126-040 -0-260 -0.6% 127-245
High 127-000 126-045 -0-275 -0.7% 127-265
Low 125-280 125-225 -0-055 -0.1% 125-280
Close 126-015 126-010 -0-005 0.0% 126-015
Range 1-040 0-140 -0-220 -61.1% 1-305
ATR 0-186 0-183 -0-003 -1.8% 0-000
Volume 1,844,567 1,310,407 -534,160 -29.0% 6,412,133
Daily Pivots for day following 09-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-087 127-028 126-087
R3 126-267 126-208 126-048
R2 126-127 126-127 126-036
R1 126-068 126-068 126-023 126-028
PP 125-307 125-307 125-307 125-286
S1 125-248 125-248 125-317 125-208
S2 125-167 125-167 125-304
S3 125-027 125-108 125-292
S4 124-207 124-288 125-253
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 132-142 131-063 127-039
R3 130-157 129-078 126-187
R2 128-172 128-172 126-130
R1 127-093 127-093 126-072 126-300
PP 126-187 126-187 126-187 126-130
S1 125-108 125-108 125-278 124-315
S2 124-202 124-202 125-220
S3 122-217 123-123 125-163
S4 120-232 121-138 124-311
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-165 125-225 1-260 1.4% 0-186 0.5% 18% False True 1,347,898
10 129-025 125-225 3-120 2.7% 0-186 0.5% 10% False True 1,299,246
20 129-200 125-225 3-295 3.1% 0-170 0.4% 8% False True 1,138,374
40 130-005 125-225 4-100 3.4% 0-190 0.5% 8% False True 1,106,556
60 130-005 125-225 4-100 3.4% 0-198 0.5% 8% False True 987,669
80 130-005 124-280 5-045 4.1% 0-194 0.5% 22% False False 742,216
100 130-005 124-000 6-005 4.8% 0-177 0.4% 34% False False 593,841
120 130-005 123-310 6-015 4.8% 0-152 0.4% 34% False False 494,868
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-000
2.618 127-092
1.618 126-272
1.000 126-185
0.618 126-132
HIGH 126-045
0.618 125-312
0.500 125-295
0.382 125-278
LOW 125-225
0.618 125-138
1.000 125-085
1.618 124-318
2.618 124-178
4.250 123-270
Fisher Pivots for day following 09-Nov-2015
Pivot 1 day 3 day
R1 125-318 126-122
PP 125-307 126-085
S1 125-295 126-048

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

View Archives - Comment on this page... - Back to Index of Symbols