ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 126-100 126-160 0-060 0.1% 127-025
High 126-210 127-020 0-130 0.3% 127-200
Low 125-300 126-140 0-160 0.4% 125-300
Close 126-175 126-300 0-125 0.3% 126-175
Range 0-230 0-200 -0-030 -13.0% 1-220
ATR 0-173 0-175 0-002 1.1% 0-000
Volume 58,276 30,109 -28,167 -48.3% 561,623
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-220 128-140 127-090
R3 128-020 127-260 127-035
R2 127-140 127-140 127-017
R1 127-060 127-060 126-318 127-100
PP 126-260 126-260 126-260 126-280
S1 126-180 126-180 126-282 126-220
S2 126-060 126-060 126-263
S3 125-180 125-300 126-245
S4 124-300 125-100 126-190
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% 0-251 0.6% 59% False False 66,601
10 127-200 125-300 1-220 1.3% 0-183 0.5% 59% False False 679,123
20 127-200 125-225 1-295 1.5% 0-152 0.4% 64% False False 827,521
40 129-200 125-225 3-295 3.1% 0-161 0.4% 31% False False 954,044
60 130-005 125-225 4-100 3.4% 0-177 0.4% 29% False False 1,000,878
80 130-005 125-225 4-100 3.4% 0-186 0.5% 29% False False 931,399
100 130-005 124-280 5-045 4.0% 0-184 0.5% 40% False False 746,183
120 130-005 124-000 6-005 4.7% 0-172 0.4% 49% False False 621,868
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 129-230
2.618 128-224
1.618 128-024
1.000 127-220
0.618 127-144
HIGH 127-020
0.618 126-264
0.500 126-240
0.382 126-216
LOW 126-140
0.618 126-016
1.000 125-260
1.618 125-136
2.618 124-256
4.250 123-250
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 126-280 126-266
PP 126-260 126-232
S1 126-240 126-198

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

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