ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 05-Nov-2015
Day Change Summary
Previous Current
04-Nov-2015 05-Nov-2015 Change Change % Previous Week
Open 126-210 126-130 -0-080 -0.2% 128-005
High 126-225 126-155 -0-070 -0.2% 128-220
Low 126-075 126-035 -0-040 -0.1% 126-305
Close 126-115 126-085 -0-030 -0.1% 127-065
Range 0-150 0-120 -0-030 -20.0% 1-235
ATR 0-161 0-158 -0-003 -1.8% 0-000
Volume
Daily Pivots for day following 05-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-132 127-068 126-151
R3 127-012 126-268 126-118
R2 126-212 126-212 126-107
R1 126-148 126-148 126-096 126-120
PP 126-092 126-092 126-092 126-078
S1 126-028 126-028 126-074 126-000
S2 125-292 125-292 126-063
S3 125-172 125-228 126-052
S4 125-052 125-108 126-019
Weekly Pivots for week ending 30-Oct-2015
Classic Woodie Camarilla DeMark
R4 132-262 131-238 128-050
R3 131-027 130-003 127-218
R2 129-112 129-112 127-167
R1 128-088 128-088 127-116 127-302
PP 127-197 127-197 127-197 127-144
S1 126-173 126-173 127-014 126-067
S2 125-282 125-282 126-283
S3 124-047 124-258 126-232
S4 122-132 123-023 126-080
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-105 126-035 1-070 1.0% 0-140 0.3% 13% False True 462
10 128-220 126-035 2-185 2.0% 0-152 0.4% 6% False True 781
20 129-095 126-035 3-060 2.5% 0-143 0.4% 5% False True 639
40 129-195 126-005 3-190 2.8% 0-107 0.3% 7% False False 375
60 129-195 126-005 3-190 2.8% 0-071 0.2% 7% False False 250
80 129-195 124-175 5-020 4.0% 0-053 0.1% 34% False False 187
100 129-195 123-180 6-015 4.8% 0-043 0.1% 45% False False 150
Crabel Price Patterns
NR True
NR4 True
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 128-025
2.618 127-149
1.618 127-029
1.000 126-275
0.618 126-229
HIGH 126-155
0.618 126-109
0.500 126-095
0.382 126-081
LOW 126-035
0.618 125-281
1.000 125-235
1.618 125-161
2.618 125-041
4.250 124-165
Fisher Pivots for day following 05-Nov-2015
Pivot 1 day 3 day
R1 126-095 126-173
PP 126-092 126-143
S1 126-088 126-114

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

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