ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 19-Nov-2015
Day Change Summary
Previous Current
18-Nov-2015 19-Nov-2015 Change Change % Previous Week
Open 126-020 126-000 -0-020 0.0% 125-145
High 126-050 126-095 0-045 0.1% 126-000
Low 125-260 125-305 0-045 0.1% 125-010
Close 126-015 126-055 0-040 0.1% 125-290
Range 0-110 0-110 0-000 0.0% 0-310
ATR 0-155 0-152 -0-003 -2.1% 0-000
Volume 0 131,122 131,122 73,783
Daily Pivots for day following 19-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-055 127-005 126-116
R3 126-265 126-215 126-085
R2 126-155 126-155 126-075
R1 126-105 126-105 126-065 126-130
PP 126-045 126-045 126-045 126-058
S1 125-315 125-315 126-045 126-020
S2 125-255 125-255 126-035
S3 125-145 125-205 126-025
S4 125-035 125-095 125-314
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
5 126-105 125-160 0-265 0.7% 0-131 0.3% 81% False False 45,870
10 126-140 125-010 1-130 1.1% 0-148 0.4% 81% False False 27,279
20 128-220 125-010 3-210 2.9% 0-150 0.4% 31% False False 14,030
40 129-195 125-010 4-185 3.6% 0-143 0.4% 25% False False 7,195
60 129-195 125-010 4-185 3.6% 0-096 0.2% 25% False False 4,796
80 129-195 125-010 4-185 3.6% 0-072 0.2% 25% False False 3,597
100 129-195 124-030 5-165 4.4% 0-058 0.1% 38% False False 2,878
120 129-195 123-160 6-035 4.8% 0-048 0.1% 44% False False 2,398
Crabel Price Patterns
NR False
NR4 False
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 True
Bear Hook False
Bull Hook False
Stretch 0-023
Fibonacci Retracements and Extensions
4.250 127-243
2.618 127-063
1.618 126-273
1.000 126-205
0.618 126-163
HIGH 126-095
0.618 126-053
0.500 126-040
0.382 126-027
LOW 125-305
0.618 125-237
1.000 125-195
1.618 125-127
2.618 125-017
4.250 124-157
Fisher Pivots for day following 19-Nov-2015
Pivot 1 day 3 day
R1 126-050 126-036
PP 126-045 126-017
S1 126-040 125-318

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

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