ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 13-Nov-2015
Day Change Summary
Previous Current
12-Nov-2015 13-Nov-2015 Change Change % Previous Week
Open 126-040 126-075 0-035 0.1% 126-040
High 126-120 126-210 0-090 0.2% 126-210
Low 126-005 126-045 0-040 0.1% 125-225
Close 126-065 126-170 0-105 0.3% 126-170
Range 0-115 0-165 0-050 43.5% 0-305
ATR 0-168 0-168 0-000 -0.1% 0-000
Volume 1,114,026 1,050,601 -63,425 -5.7% 4,833,717
Daily Pivots for day following 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-317 127-248 126-261
R3 127-152 127-083 126-215
R2 126-307 126-307 126-200
R1 126-238 126-238 126-185 126-272
PP 126-142 126-142 126-142 126-159
S1 126-073 126-073 126-155 126-108
S2 125-297 125-297 126-140
S3 125-132 125-228 126-125
S4 124-287 125-063 126-079
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 129-050 128-255 127-018
R3 128-065 127-270 126-254
R2 127-080 127-080 126-226
R1 126-285 126-285 126-198 127-022
PP 126-095 126-095 126-095 126-124
S1 125-300 125-300 126-142 126-038
S2 125-110 125-110 126-114
S3 124-125 124-315 126-086
S4 123-140 124-010 126-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-210 125-225 0-305 0.8% 0-123 0.3% 87% True False 966,743
10 127-265 125-225 2-040 1.7% 0-156 0.4% 39% False False 1,124,585
20 129-040 125-225 3-135 2.7% 0-162 0.4% 24% False False 1,119,771
40 130-005 125-225 4-100 3.4% 0-178 0.4% 19% False False 1,086,451
60 130-005 125-225 4-100 3.4% 0-192 0.5% 19% False False 1,044,518
80 130-005 125-200 4-125 3.5% 0-194 0.5% 21% False False 786,185
100 130-005 124-000 6-005 4.8% 0-182 0.4% 42% False False 629,074
120 130-005 123-310 6-015 4.8% 0-155 0.4% 42% False False 524,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-271
2.618 128-002
1.618 127-157
1.000 127-055
0.618 126-312
HIGH 126-210
0.618 126-147
0.500 126-128
0.382 126-108
LOW 126-045
0.618 125-263
1.000 125-200
1.618 125-098
2.618 124-253
4.250 123-304
Fisher Pivots for day following 13-Nov-2015
Pivot 1 day 3 day
R1 126-156 126-149
PP 126-142 126-128
S1 126-128 126-108

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

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