ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 126-300 126-210 -0-090 -0.2% 126-040
High 126-300 126-270 -0-030 -0.1% 126-210
Low 126-200 126-100 -0-100 -0.2% 125-225
Close 126-215 126-235 0-020 0.0% 126-170
Range 0-100 0-170 0-070 70.0% 0-305
ATR 0-165 0-166 0-000 0.2% 0-000
Volume 965,992 1,085,777 119,785 12.4% 4,833,717
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-072 128-003 127-008
R3 127-222 127-153 126-282
R2 127-052 127-052 126-266
R1 126-303 126-303 126-251 127-018
PP 126-202 126-202 126-202 126-219
S1 126-133 126-133 126-219 126-168
S2 126-032 126-032 126-204
S3 125-182 125-283 126-188
S4 125-012 125-113 126-142
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
5 126-300 126-005 0-295 0.7% 0-123 0.3% 78% False False 889,599
10 127-090 125-225 1-185 1.2% 0-152 0.4% 65% False False 1,139,155
20 129-030 125-225 3-125 2.7% 0-160 0.4% 30% False False 1,126,025
40 130-005 125-225 4-100 3.4% 0-173 0.4% 24% False False 1,094,998
60 130-005 125-225 4-100 3.4% 0-187 0.5% 24% False False 1,075,071
80 130-005 125-200 4-125 3.5% 0-195 0.5% 25% False False 811,791
100 130-005 124-160 5-165 4.4% 0-184 0.5% 41% False False 649,591
120 130-005 123-310 6-015 4.8% 0-157 0.4% 46% False False 541,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 129-032
2.618 128-075
1.618 127-225
1.000 127-120
0.618 127-055
HIGH 126-270
0.618 126-205
0.500 126-185
0.382 126-165
LOW 126-100
0.618 125-315
1.000 125-250
1.618 125-145
2.618 124-295
4.250 124-018
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 126-218 126-214
PP 126-202 126-193
S1 126-185 126-172

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

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