ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 127-075 126-100 -0-295 -0.7% 127-025
High 127-095 126-210 -0-205 -0.5% 127-200
Low 125-315 125-300 -0-015 0.0% 125-300
Close 126-060 126-175 0-115 0.3% 126-175
Range 1-100 0-230 -0-190 -45.2% 1-220
ATR 0-169 0-173 0-004 2.6% 0-000
Volume 86,929 58,276 -28,653 -33.0% 561,623
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-172 128-083 126-302
R3 127-262 127-173 126-238
R2 127-032 127-032 126-217
R1 126-263 126-263 126-196 126-308
PP 126-122 126-122 126-122 126-144
S1 126-033 126-033 126-154 126-078
S2 125-212 125-212 126-133
S3 124-302 125-123 126-112
S4 124-072 124-213 126-048
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-245 130-270 127-152
R3 130-025 129-050 127-004
R2 128-125 128-125 126-274
R1 127-150 127-150 126-224 127-028
PP 126-225 126-225 126-225 126-164
S1 125-250 125-250 126-126 125-128
S2 125-005 125-005 126-076
S3 123-105 124-030 126-026
S4 121-205 122-130 125-198
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-200 125-300 1-220 1.3% 0-229 0.6% 36% False True 112,324
10 127-200 125-300 1-220 1.3% 0-173 0.4% 36% False True 771,662
20 127-200 125-225 1-295 1.5% 0-160 0.4% 44% False False 918,244
40 129-200 125-225 3-295 3.1% 0-160 0.4% 22% False False 977,184
60 130-005 125-225 4-100 3.4% 0-177 0.4% 20% False False 1,012,748
80 130-005 125-225 4-100 3.4% 0-187 0.5% 20% False False 931,299
100 130-005 124-280 5-045 4.1% 0-183 0.5% 33% False False 745,884
120 130-005 124-000 6-005 4.8% 0-170 0.4% 42% False False 621,617
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-228
2.618 128-172
1.618 127-262
1.000 127-120
0.618 127-032
HIGH 126-210
0.618 126-122
0.500 126-095
0.382 126-068
LOW 125-300
0.618 125-158
1.000 125-070
1.618 124-248
2.618 124-018
4.250 122-282
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 126-148 126-240
PP 126-122 126-218
S1 126-095 126-197

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

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