ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Nov-2015
Day Change Summary
Previous Current
17-Nov-2015 18-Nov-2015 Change Change % Previous Week
Open 126-000 126-020 0-020 0.0% 125-145
High 126-075 126-050 -0-025 -0.1% 126-000
Low 125-220 125-260 0-040 0.1% 125-010
Close 126-040 126-015 -0-025 -0.1% 125-290
Range 0-175 0-110 -0-065 -37.1% 0-310
ATR 0-158 0-155 -0-003 -2.2% 0-000
Volume 46,755 0 -46,755 -100.0% 73,783
Daily Pivots for day following 18-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-012 126-283 126-076
R3 126-222 126-173 126-045
R2 126-112 126-112 126-035
R1 126-063 126-063 126-025 126-033
PP 126-002 126-002 126-002 125-306
S1 125-273 125-273 126-005 125-242
S2 125-212 125-212 125-315
S3 125-102 125-163 125-305
S4 124-312 125-053 125-274
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% 0-132 0.3% 71% False False 25,365
10 126-155 125-010 1-145 1.2% 0-149 0.4% 70% False False 14,167
20 128-240 125-010 3-230 3.0% 0-151 0.4% 27% False False 7,561
40 129-195 125-010 4-185 3.6% 0-141 0.3% 22% False False 3,916
60 129-195 125-010 4-185 3.6% 0-094 0.2% 22% False False 2,611
80 129-195 125-010 4-185 3.6% 0-071 0.2% 22% False False 1,958
100 129-195 124-030 5-165 4.4% 0-056 0.1% 35% False False 1,566
120 129-195 123-160 6-035 4.8% 0-047 0.1% 42% False False 1,305
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-198
2.618 127-018
1.618 126-228
1.000 126-160
0.618 126-118
HIGH 126-050
0.618 126-008
0.500 125-315
0.382 125-302
LOW 125-260
0.618 125-192
1.000 125-150
1.618 125-082
2.618 124-292
4.250 124-112
Fisher Pivots for day following 18-Nov-2015
Pivot 1 day 3 day
R1 126-008 126-011
PP 126-002 126-007
S1 125-315 126-002

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

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