ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 126-275 126-295 0-020 0.0% 126-300
High 127-060 127-025 -0-035 -0.1% 126-305
Low 126-245 126-260 0-015 0.0% 126-100
Close 126-290 126-315 0-025 0.1% 126-215
Range 0-135 0-085 -0-050 -37.0% 0-205
ATR 0-154 0-149 -0-005 -3.2% 0-000
Volume 2,364,395 1,608,815 -755,580 -32.0% 4,925,487
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-242 127-203 127-042
R3 127-157 127-118 127-018
R2 127-072 127-072 127-011
R1 127-033 127-033 127-003 127-052
PP 126-307 126-307 126-307 126-316
S1 126-268 126-268 126-307 126-288
S2 126-222 126-222 126-299
S3 126-137 126-183 126-292
S4 126-052 126-098 126-268
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% 0-119 0.3% 75% False False 1,532,511
10 127-060 126-005 1-055 0.9% 0-126 0.3% 83% False False 1,278,037
20 128-085 125-225 2-180 2.0% 0-144 0.4% 50% False False 1,245,092
40 130-005 125-225 4-100 3.4% 0-162 0.4% 30% False False 1,133,123
60 130-005 125-225 4-100 3.4% 0-174 0.4% 30% False False 1,100,810
80 130-005 125-225 4-100 3.4% 0-190 0.5% 30% False False 918,537
100 130-005 124-160 5-165 4.3% 0-182 0.4% 45% False False 735,229
120 130-005 123-310 6-015 4.8% 0-161 0.4% 50% False False 612,693
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-066
2.618 127-248
1.618 127-163
1.000 127-110
0.618 127-078
HIGH 127-025
0.618 126-313
0.500 126-302
0.382 126-292
LOW 126-260
0.618 126-207
1.000 126-175
1.618 126-122
2.618 126-037
4.250 125-219
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 126-311 126-293
PP 126-307 126-272
S1 126-302 126-250

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

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