ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 127-175 127-075 -0-100 -0.2% 126-205
High 127-180 127-095 -0-085 -0.2% 127-075
Low 127-030 125-315 -1-035 -0.9% 126-120
Close 127-095 126-060 -1-035 -0.9% 127-025
Range 0-150 1-100 0-270 180.0% 0-275
ATR 0-149 0-169 0-019 12.9% 0-000
Volume 58,676 86,929 28,253 48.2% 6,199,501
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 130-137 129-198 126-291
R3 129-037 128-098 126-176
R2 127-257 127-257 126-137
R1 126-318 126-318 126-098 126-238
PP 126-157 126-157 126-157 126-116
S1 125-218 125-218 126-022 125-138
S2 125-057 125-057 125-303
S3 123-277 124-118 125-264
S4 122-177 123-018 125-149
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 129-152 129-043 127-176
R3 128-197 128-088 127-101
R2 127-242 127-242 127-075
R1 127-133 127-133 127-050 127-188
PP 126-287 126-287 126-287 126-314
S1 126-178 126-178 127-000 126-232
S2 126-012 126-012 126-295
S3 125-057 125-223 126-269
S4 124-102 124-268 126-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-200 125-315 1-205 1.3% 0-203 0.5% 12% False True 202,517
10 127-200 125-315 1-205 1.3% 0-161 0.4% 12% False True 867,514
20 127-200 125-225 1-295 1.5% 0-155 0.4% 25% False False 979,710
40 129-200 125-225 3-295 3.1% 0-160 0.4% 12% False False 1,005,272
60 130-005 125-225 4-100 3.4% 0-175 0.4% 11% False False 1,029,094
80 130-005 125-225 4-100 3.4% 0-188 0.5% 11% False False 930,901
100 130-005 124-280 5-045 4.1% 0-183 0.5% 26% False False 745,302
120 130-005 124-000 6-005 4.8% 0-168 0.4% 36% False False 621,131
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 132-280
2.618 130-235
1.618 129-135
1.000 128-195
0.618 128-035
HIGH 127-095
0.618 126-255
0.500 126-205
0.382 126-155
LOW 125-315
0.618 125-055
1.000 124-215
1.618 123-275
2.618 122-175
4.250 120-130
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 126-205 126-258
PP 126-157 126-192
S1 126-108 126-126

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

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