ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 20-Nov-2015
Day Change Summary
Previous Current
19-Nov-2015 20-Nov-2015 Change Change % Previous Week
Open 126-000 126-050 0-050 0.1% 126-085
High 126-095 126-115 0-020 0.0% 126-115
Low 125-305 126-020 0-035 0.1% 125-220
Close 126-055 126-025 -0-030 -0.1% 126-025
Range 0-110 0-095 -0-015 -13.6% 0-215
ATR 0-152 0-148 -0-004 -2.7% 0-000
Volume 131,122 286,524 155,402 118.5% 485,537
Daily Pivots for day following 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-018 126-277 126-077
R3 126-243 126-182 126-051
R2 126-148 126-148 126-042
R1 126-087 126-087 126-034 126-070
PP 126-053 126-053 126-053 126-045
S1 125-312 125-312 126-016 125-295
S2 125-278 125-278 126-008
S3 125-183 125-217 125-319
S4 125-088 125-122 125-293
Weekly Pivots for week ending 20-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-018 127-237 126-143
R3 127-123 127-022 126-084
R2 126-228 126-228 126-064
R1 126-127 126-127 126-045 126-070
PP 126-013 126-013 126-013 125-305
S1 125-232 125-232 126-005 125-175
S2 125-118 125-118 125-306
S3 124-223 125-017 125-286
S4 124-008 124-122 125-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-115 125-220 0-215 0.5% 0-118 0.3% 58% True False 97,107
10 126-115 125-010 1-105 1.1% 0-120 0.3% 79% True False 55,932
20 128-220 125-010 3-210 2.9% 0-151 0.4% 29% False False 28,356
40 129-195 125-010 4-185 3.6% 0-144 0.4% 23% False False 14,358
60 129-195 125-010 4-185 3.6% 0-098 0.2% 23% False False 9,572
80 129-195 125-010 4-185 3.6% 0-073 0.2% 23% False False 7,179
100 129-195 124-075 5-120 4.3% 0-059 0.1% 34% False False 5,743
120 129-195 123-160 6-035 4.8% 0-049 0.1% 42% False False 4,786
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-025
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 127-199
2.618 127-044
1.618 126-269
1.000 126-210
0.618 126-174
HIGH 126-115
0.618 126-079
0.500 126-068
0.382 126-056
LOW 126-020
0.618 125-281
1.000 125-245
1.618 125-186
2.618 125-091
4.250 124-256
Fisher Pivots for day following 20-Nov-2015
Pivot 1 day 3 day
R1 126-068 126-028
PP 126-053 126-027
S1 126-039 126-026

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

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