ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 126-205 126-275 0-070 0.2% 126-300
High 126-285 127-060 0-095 0.2% 126-305
Low 126-120 126-245 0-125 0.3% 126-100
Close 126-260 126-290 0-030 0.1% 126-215
Range 0-165 0-135 -0-030 -18.2% 0-205
ATR 0-155 0-154 -0-001 -0.9% 0-000
Volume 1,717,050 2,364,395 647,345 37.7% 4,925,487
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-070 127-315 127-044
R3 127-255 127-180 127-007
R2 127-120 127-120 126-315
R1 127-045 127-045 126-302 127-082
PP 126-305 126-305 126-305 127-004
S1 126-230 126-230 126-278 126-268
S2 126-170 126-170 126-265
S3 126-035 126-095 126-253
S4 125-220 125-280 126-216
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
5 127-060 126-120 0-260 0.6% 0-125 0.3% 65% True False 1,391,032
10 127-060 126-005 1-055 0.9% 0-124 0.3% 76% True False 1,140,315
20 128-290 125-225 3-065 2.5% 0-153 0.4% 38% False False 1,228,938
40 130-005 125-225 4-100 3.4% 0-165 0.4% 28% False False 1,124,817
60 130-005 125-225 4-100 3.4% 0-175 0.4% 28% False False 1,095,719
80 130-005 125-225 4-100 3.4% 0-192 0.5% 28% False False 898,453
100 130-005 124-160 5-165 4.3% 0-184 0.5% 44% False False 719,141
120 130-005 123-310 6-015 4.8% 0-162 0.4% 49% False False 599,286
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-314
2.618 128-093
1.618 127-278
1.000 127-195
0.618 127-143
HIGH 127-060
0.618 127-008
0.500 126-312
0.382 126-297
LOW 126-245
0.618 126-162
1.000 126-110
1.618 126-027
2.618 125-212
4.250 124-311
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 126-312 126-277
PP 126-305 126-263
S1 126-298 126-250

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

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