ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 126-220 126-195 -0-025 -0.1% 126-040
High 126-250 126-285 0-035 0.1% 126-210
Low 126-135 126-175 0-040 0.1% 125-225
Close 126-210 126-250 0-040 0.1% 126-170
Range 0-115 0-110 -0-005 -4.3% 0-305
ATR 0-162 0-158 -0-004 -2.3% 0-000
Volume 901,423 1,016,791 115,368 12.8% 4,833,717
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-247 127-198 126-310
R3 127-137 127-088 126-280
R2 127-027 127-027 126-270
R1 126-298 126-298 126-260 127-002
PP 126-237 126-237 126-237 126-249
S1 126-188 126-188 126-240 126-212
S2 126-127 126-127 126-230
S3 126-017 126-078 126-220
S4 125-227 125-288 126-190
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
5 126-300 126-045 0-255 0.6% 0-132 0.3% 80% False False 1,004,116
10 127-000 125-225 1-095 1.0% 0-147 0.4% 83% False False 1,064,826
20 129-025 125-225 3-120 2.7% 0-157 0.4% 32% False False 1,124,246
40 130-005 125-225 4-100 3.4% 0-169 0.4% 25% False False 1,088,343
60 130-005 125-225 4-100 3.4% 0-180 0.4% 25% False False 1,074,666
80 130-005 125-200 4-125 3.5% 0-195 0.5% 26% False False 835,683
100 130-005 124-160 5-165 4.4% 0-185 0.5% 41% False False 668,773
120 130-005 123-310 6-015 4.8% 0-159 0.4% 47% False False 557,312
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-112
2.618 127-253
1.618 127-143
1.000 127-075
0.618 127-033
HIGH 126-285
0.618 126-243
0.500 126-230
0.382 126-217
LOW 126-175
0.618 126-107
1.000 126-065
1.618 125-317
2.618 125-207
4.250 125-028
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 126-243 126-231
PP 126-237 126-212
S1 126-230 126-192

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

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