ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 126-235 126-205 -0-030 -0.1% 126-300
High 126-305 126-285 -0-020 0.0% 126-305
Low 126-205 126-120 -0-085 -0.2% 126-100
Close 126-215 126-260 0-045 0.1% 126-215
Range 0-100 0-165 0-065 65.0% 0-205
ATR 0-154 0-155 0-001 0.5% 0-000
Volume 955,504 1,717,050 761,546 79.7% 4,925,487
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-077 128-013 127-031
R3 127-232 127-168 126-305
R2 127-067 127-067 126-290
R1 127-003 127-003 126-275 127-035
PP 126-222 126-222 126-222 126-238
S1 126-158 126-158 126-245 126-190
S2 126-057 126-057 126-230
S3 125-212 125-313 126-215
S4 125-047 125-148 126-169
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% 0-132 0.3% 78% False False 1,135,309
10 126-305 125-305 1-000 0.8% 0-124 0.3% 86% False False 1,016,584
20 129-025 125-225 3-120 2.7% 0-154 0.4% 33% False False 1,157,915
40 130-005 125-225 4-100 3.4% 0-166 0.4% 26% False False 1,099,638
60 130-005 125-225 4-100 3.4% 0-178 0.4% 26% False False 1,074,866
80 130-005 125-225 4-100 3.4% 0-192 0.5% 26% False False 868,967
100 130-005 124-160 5-165 4.3% 0-185 0.5% 42% False False 695,498
120 130-005 123-310 6-015 4.8% 0-161 0.4% 47% False False 579,583
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-026
2.618 128-077
1.618 127-232
1.000 127-130
0.618 127-067
HIGH 126-285
0.618 126-222
0.500 126-202
0.382 126-183
LOW 126-120
0.618 126-018
1.000 125-275
1.618 125-173
2.618 125-008
4.250 124-059
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 126-241 126-244
PP 126-222 126-228
S1 126-202 126-212

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

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