ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 126-160 126-280 0-120 0.3% 127-025
High 127-020 127-050 0-030 0.1% 127-200
Low 126-140 126-255 0-115 0.3% 125-300
Close 126-300 126-295 -0-005 0.0% 126-175
Range 0-200 0-115 -0-085 -42.5% 1-220
ATR 0-175 0-171 -0-004 -2.5% 0-000
Volume 30,109 20,552 -9,557 -31.7% 561,623
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-012 127-268 127-038
R3 127-217 127-153 127-007
R2 127-102 127-102 126-316
R1 127-038 127-038 126-306 127-070
PP 126-307 126-307 126-307 127-002
S1 126-243 126-243 126-284 126-275
S2 126-192 126-192 126-274
S3 126-077 126-128 126-263
S4 125-282 126-013 126-232
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
5 127-180 125-300 1-200 1.3% 0-223 0.5% 61% False False 50,908
10 127-200 125-300 1-220 1.3% 0-178 0.4% 58% False False 509,473
20 127-200 125-300 1-220 1.3% 0-151 0.4% 58% False False 763,029
40 129-200 125-225 3-295 3.1% 0-160 0.4% 31% False False 950,701
60 130-005 125-225 4-100 3.4% 0-177 0.4% 28% False False 992,047
80 130-005 125-225 4-100 3.4% 0-186 0.5% 28% False False 931,509
100 130-005 124-280 5-045 4.1% 0-185 0.5% 40% False False 746,378
120 130-005 124-000 6-005 4.7% 0-172 0.4% 49% False False 622,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-035
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-219
2.618 128-031
1.618 127-236
1.000 127-165
0.618 127-121
HIGH 127-050
0.618 127-006
0.500 126-312
0.382 126-299
LOW 126-255
0.618 126-184
1.000 126-140
1.618 126-069
2.618 125-274
4.250 125-086
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 126-312 126-255
PP 126-307 126-215
S1 126-301 126-175

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

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