ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 126-195 126-235 0-040 0.1% 126-300
High 126-285 126-305 0-020 0.0% 126-305
Low 126-175 126-205 0-030 0.1% 126-100
Close 126-250 126-215 -0-035 -0.1% 126-215
Range 0-110 0-100 -0-010 -9.1% 0-205
ATR 0-158 0-154 -0-004 -2.6% 0-000
Volume 1,016,791 955,504 -61,287 -6.0% 4,925,487
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-222 127-158 126-270
R3 127-122 127-058 126-242
R2 127-022 127-022 126-233
R1 126-278 126-278 126-224 126-260
PP 126-242 126-242 126-242 126-232
S1 126-178 126-178 126-206 126-160
S2 126-142 126-142 126-197
S3 126-042 126-078 126-188
S4 125-262 125-298 126-160
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-182 128-083 127-008
R3 127-297 127-198 126-271
R2 127-092 127-092 126-253
R1 126-313 126-313 126-234 126-260
PP 126-207 126-207 126-207 126-180
S1 126-108 126-108 126-196 126-055
S2 126-002 126-002 126-177
S3 125-117 125-223 126-159
S4 124-232 125-018 126-102
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-305 126-100 0-205 0.5% 0-119 0.3% 56% True False 985,097
10 126-305 125-225 1-080 1.0% 0-121 0.3% 78% True False 975,920
20 129-025 125-225 3-120 2.7% 0-152 0.4% 29% False False 1,109,249
40 130-005 125-225 4-100 3.4% 0-167 0.4% 22% False False 1,082,173
60 130-005 125-225 4-100 3.4% 0-178 0.4% 22% False False 1,062,319
80 130-005 125-225 4-100 3.4% 0-194 0.5% 22% False False 847,562
100 130-005 124-160 5-165 4.4% 0-184 0.5% 39% False False 678,328
120 130-005 123-310 6-015 4.8% 0-160 0.4% 45% False False 565,274
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-090
2.618 127-247
1.618 127-147
1.000 127-085
0.618 127-047
HIGH 126-305
0.618 126-267
0.500 126-255
0.382 126-243
LOW 126-205
0.618 126-143
1.000 126-105
1.618 126-043
2.618 125-263
4.250 125-100
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 126-255 126-220
PP 126-242 126-218
S1 126-228 126-217

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

View Archives - Comment on this page... - Back to Index of Symbols