ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 10-Nov-2015
Day Change Summary
Previous Current
09-Nov-2015 10-Nov-2015 Change Change % Previous Week
Open 126-040 125-315 -0-045 -0.1% 127-245
High 126-045 126-115 0-070 0.2% 127-265
Low 125-225 125-305 0-080 0.2% 125-280
Close 126-010 126-095 0-085 0.2% 126-015
Range 0-140 0-130 -0-010 -7.1% 1-305
ATR 0-183 0-179 -0-004 -2.1% 0-000
Volume 1,310,407 1,127,084 -183,323 -14.0% 6,412,133
Daily Pivots for day following 10-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-135 127-085 126-166
R3 127-005 126-275 126-131
R2 126-195 126-195 126-119
R1 126-145 126-145 126-107 126-170
PP 126-065 126-065 126-065 126-078
S1 126-015 126-015 126-083 126-040
S2 125-255 125-255 126-071
S3 125-125 125-205 126-059
S4 124-315 125-075 126-024
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
5 127-090 125-225 1-185 1.2% 0-182 0.5% 38% False False 1,388,711
10 128-290 125-225 3-065 2.5% 0-182 0.5% 19% False False 1,317,560
20 129-200 125-225 3-295 3.1% 0-171 0.4% 15% False False 1,153,540
40 130-005 125-225 4-100 3.4% 0-184 0.5% 14% False False 1,109,598
60 130-005 125-225 4-100 3.4% 0-197 0.5% 14% False False 1,006,240
80 130-005 124-280 5-045 4.1% 0-195 0.5% 28% False False 756,302
100 130-005 124-000 6-005 4.8% 0-178 0.4% 38% False False 605,112
120 130-005 123-310 6-015 4.8% 0-153 0.4% 39% False False 504,260
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-028
2.618 127-135
1.618 127-005
1.000 126-245
0.618 126-195
HIGH 126-115
0.618 126-065
0.500 126-050
0.382 126-035
LOW 125-305
0.618 125-225
1.000 125-175
1.618 125-095
2.618 124-285
4.250 124-072
Fisher Pivots for day following 10-Nov-2015
Pivot 1 day 3 day
R1 126-080 126-112
PP 126-065 126-107
S1 126-050 126-101

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

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