ECBOT 10 Year T-Note Future December 2015


Trading Metrics calculated at close of trading on 17-Dec-2015
Day Change Summary
Previous Current
16-Dec-2015 17-Dec-2015 Change Change % Previous Week
Open 126-240 126-145 -0-095 -0.2% 126-160
High 126-240 126-285 0-045 0.1% 127-280
Low 126-025 126-145 0-120 0.3% 126-140
Close 126-125 126-240 0-115 0.3% 127-230
Range 0-215 0-140 -0-075 -34.9% 1-140
ATR 0-186 0-184 -0-002 -1.0% 0-000
Volume 15,482 3,233 -12,249 -79.1% 111,354
Daily Pivots for day following 17-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-003 127-262 126-317
R3 127-183 127-122 126-278
R2 127-043 127-043 126-266
R1 126-302 126-302 126-253 127-012
PP 126-223 126-223 126-223 126-239
S1 126-162 126-162 126-227 126-192
S2 126-083 126-083 126-214
S3 125-263 126-022 126-202
S4 125-123 125-202 126-163
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-210 131-040 128-163
R3 130-070 129-220 128-036
R2 128-250 128-250 127-314
R1 128-080 128-080 127-272 128-165
PP 127-110 127-110 127-110 127-152
S1 126-260 126-260 127-188 127-025
S2 125-290 125-290 127-146
S3 124-150 125-120 127-104
S4 123-010 123-300 126-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-280 126-025 1-255 1.4% 0-222 0.5% 37% False False 11,757
10 127-280 125-300 1-300 1.5% 0-196 0.5% 42% False False 21,343
20 127-280 125-300 1-300 1.5% 0-178 0.4% 42% False False 444,429
40 129-030 125-225 3-125 2.7% 0-168 0.4% 31% False False 786,599
60 130-005 125-225 4-100 3.4% 0-174 0.4% 24% False False 877,921
80 130-005 125-225 4-100 3.4% 0-182 0.4% 24% False False 921,774
100 130-005 125-200 4-125 3.5% 0-192 0.5% 26% False False 747,296
120 130-005 124-160 5-165 4.4% 0-184 0.5% 41% False False 622,909
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 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 128-240
2.618 128-012
1.618 127-192
1.000 127-105
0.618 127-052
HIGH 126-285
0.618 126-232
0.500 126-215
0.382 126-198
LOW 126-145
0.618 126-058
1.000 126-005
1.618 125-238
2.618 125-098
4.250 124-190
Fisher Pivots for day following 17-Dec-2015
Pivot 1 day 3 day
R1 126-232 126-228
PP 126-223 126-215
S1 126-215 126-202

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

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