ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 126-210 126-220 0-010 0.0% 126-040
High 126-270 126-250 -0-020 0.0% 126-210
Low 126-100 126-135 0-035 0.1% 125-225
Close 126-235 126-210 -0-025 -0.1% 126-170
Range 0-170 0-115 -0-055 -32.4% 0-305
ATR 0-166 0-162 -0-004 -2.2% 0-000
Volume 1,085,777 901,423 -184,354 -17.0% 4,833,717
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-223 127-172 126-273
R3 127-108 127-057 126-242
R2 126-313 126-313 126-231
R1 126-262 126-262 126-221 126-230
PP 126-198 126-198 126-198 126-182
S1 126-147 126-147 126-199 126-115
S2 126-083 126-083 126-189
S3 125-288 126-032 126-178
S4 125-173 125-237 126-147
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% 0-133 0.3% 69% False False 1,023,563
10 127-020 125-225 1-115 1.1% 0-148 0.4% 70% False False 1,091,906
20 129-030 125-225 3-125 2.7% 0-158 0.4% 28% False False 1,128,769
40 130-005 125-225 4-100 3.4% 0-172 0.4% 22% False False 1,094,668
60 130-005 125-225 4-100 3.4% 0-184 0.5% 22% False False 1,080,889
80 130-005 125-200 4-125 3.5% 0-195 0.5% 23% False False 823,013
100 130-005 124-160 5-165 4.4% 0-185 0.5% 39% False False 658,605
120 130-005 123-310 6-015 4.8% 0-158 0.4% 44% False False 548,838
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-099
2.618 127-231
1.618 127-116
1.000 127-045
0.618 127-001
HIGH 126-250
0.618 126-206
0.500 126-192
0.382 126-179
LOW 126-135
0.618 126-064
1.000 126-020
1.618 125-269
2.618 125-154
4.250 124-286
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 126-204 126-207
PP 126-198 126-203
S1 126-192 126-200

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

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