ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 12-Nov-2015
Day Change Summary
Previous Current
11-Nov-2015 12-Nov-2015 Change Change % Previous Week
Open 125-190 125-140 -0-050 -0.1% 127-010
High 125-190 125-225 0-035 0.1% 127-105
Low 125-120 125-110 -0-010 0.0% 125-085
Close 125-125 125-170 0-045 0.1% 125-135
Range 0-070 0-115 0-045 64.2% 2-020
ATR 0-162 0-159 -0-003 -2.1% 0-000
Volume 0 28,596 28,596 0
Daily Pivots for day following 12-Nov-2015
Classic Woodie Camarilla DeMark
R4 126-193 126-137 125-233
R3 126-078 126-022 125-202
R2 125-283 125-283 125-191
R1 125-227 125-227 125-181 125-255
PP 125-168 125-168 125-168 125-183
S1 125-112 125-112 125-159 125-140
S2 125-053 125-053 125-149
S3 124-258 124-317 125-138
S4 124-143 124-202 125-107
Weekly Pivots for week ending 06-Nov-2015
Classic Woodie Camarilla DeMark
R4 132-062 130-278 126-178
R3 130-042 128-258 125-317
R2 128-022 128-022 125-256
R1 126-238 126-238 125-196 126-120
PP 126-002 126-002 126-002 125-262
S1 124-218 124-218 125-075 124-100
S2 123-302 123-302 125-014
S3 121-282 122-198 124-274
S4 119-262 120-178 124-092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-140 125-010 1-130 1.1% 0-165 0.4% 36% False False 8,688
10 127-105 125-010 2-095 1.8% 0-152 0.4% 22% False False 4,575
20 128-310 125-010 3-300 3.1% 0-149 0.4% 13% False False 2,691
40 129-195 125-010 4-185 3.6% 0-128 0.3% 11% False False 1,461
60 129-195 125-010 4-185 3.6% 0-085 0.2% 11% False False 974
80 129-195 125-010 4-185 3.6% 0-064 0.2% 11% False False 730
100 129-195 123-180 6-015 4.8% 0-051 0.1% 33% False False 584
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-074
2.618 126-206
1.618 126-091
1.000 126-020
0.618 125-296
HIGH 125-225
0.618 125-181
0.500 125-168
0.382 125-154
LOW 125-110
0.618 125-039
1.000 124-315
1.618 124-244
2.618 124-129
4.250 123-261
Fisher Pivots for day following 12-Nov-2015
Pivot 1 day 3 day
R1 125-169 125-167
PP 125-168 125-163
S1 125-168 125-160

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

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