ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 126-040 126-040 0-000 0.0% 127-245
High 126-075 126-120 0-045 0.1% 127-265
Low 126-010 126-005 -0-005 0.0% 125-280
Close 126-020 126-065 0-045 0.1% 126-015
Range 0-065 0-115 0-050 76.9% 1-305
ATR 0-172 0-168 -0-004 -2.4% 0-000
Volume 231,599 1,114,026 882,427 381.0% 6,412,133
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-088 127-032 126-128
R3 126-293 126-237 126-097
R2 126-178 126-178 126-086
R1 126-122 126-122 126-076 126-150
PP 126-063 126-063 126-063 126-078
S1 126-007 126-007 126-054 126-035
S2 125-268 125-268 126-044
S3 125-153 125-212 126-033
S4 125-038 125-097 126-002
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
5 127-000 125-225 1-095 1.0% 0-162 0.4% 39% False False 1,125,536
10 127-265 125-225 2-040 1.7% 0-152 0.4% 24% False False 1,166,651
20 129-095 125-225 3-190 2.8% 0-160 0.4% 14% False False 1,106,075
40 130-005 125-225 4-100 3.4% 0-178 0.4% 12% False False 1,087,769
60 130-005 125-225 4-100 3.4% 0-192 0.5% 12% False False 1,027,977
80 130-005 125-140 4-185 3.6% 0-194 0.5% 17% False False 773,068
100 130-005 124-000 6-005 4.8% 0-180 0.4% 37% False False 618,568
120 130-005 123-310 6-015 4.8% 0-155 0.4% 37% False False 515,474
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-289
2.618 127-101
1.618 126-306
1.000 126-235
0.618 126-191
HIGH 126-120
0.618 126-076
0.500 126-062
0.382 126-049
LOW 126-005
0.618 125-254
1.000 125-210
1.618 125-139
2.618 125-024
4.250 124-156
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 126-064 126-061
PP 126-063 126-057
S1 126-062 126-052

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

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