ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 17-Nov-2015
Day Change Summary
Previous Current
16-Nov-2015 17-Nov-2015 Change Change % Previous Week
Open 126-085 126-000 -0-085 -0.2% 125-145
High 126-105 126-075 -0-030 -0.1% 126-000
Low 126-005 125-220 -0-105 -0.3% 125-010
Close 126-020 126-040 0-020 0.0% 125-290
Range 0-100 0-175 0-075 75.0% 0-310
ATR 0-157 0-158 0-001 0.8% 0-000
Volume 21,136 46,755 25,619 121.2% 73,783
Daily Pivots for day following 17-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-210 127-140 126-136
R3 127-035 126-285 126-088
R2 126-180 126-180 126-072
R1 126-110 126-110 126-056 126-145
PP 126-005 126-005 126-005 126-023
S1 125-255 125-255 126-024 125-290
S2 125-150 125-150 126-008
S3 124-295 125-080 125-312
S4 124-120 124-225 125-264
Weekly Pivots for week ending 13-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-177 128-063 126-141
R3 127-187 127-073 126-055
R2 126-197 126-197 126-027
R1 126-083 126-083 125-318 126-140
PP 125-207 125-207 125-207 125-235
S1 125-093 125-093 125-262 125-150
S2 124-217 124-217 125-233
S3 123-227 124-103 125-205
S4 122-237 123-113 125-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-105 125-110 0-315 0.8% 0-124 0.3% 79% False False 25,365
10 126-225 125-010 1-215 1.3% 0-153 0.4% 65% False False 14,167
20 128-240 125-010 3-230 2.9% 0-151 0.4% 29% False False 7,602
40 129-195 125-010 4-185 3.6% 0-138 0.3% 24% False False 3,916
60 129-195 125-010 4-185 3.6% 0-092 0.2% 24% False False 2,611
80 129-195 125-010 4-185 3.6% 0-069 0.2% 24% False False 1,958
100 129-195 124-030 5-165 4.4% 0-055 0.1% 37% False False 1,566
120 129-195 123-160 6-035 4.8% 0-046 0.1% 43% False False 1,305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-022
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 128-179
2.618 127-213
1.618 127-038
1.000 126-250
0.618 126-183
HIGH 126-075
0.618 126-008
0.500 125-308
0.382 125-287
LOW 125-220
0.618 125-112
1.000 125-045
1.618 124-257
2.618 124-082
4.250 123-116
Fisher Pivots for day following 17-Nov-2015
Pivot 1 day 3 day
R1 126-023 126-017
PP 126-005 125-315
S1 125-308 125-292

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

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