ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 23-Nov-2015
Day Change Summary
Previous Current
20-Nov-2015 23-Nov-2015 Change Change % Previous Week
Open 126-050 126-015 -0-035 -0.1% 126-085
High 126-115 126-110 -0-005 0.0% 126-115
Low 126-020 125-250 -0-090 -0.2% 125-220
Close 126-025 126-085 0-060 0.1% 126-025
Range 0-095 0-180 0-085 89.5% 0-215
ATR 0-148 0-150 0-002 1.6% 0-000
Volume 286,524 932,961 646,437 225.6% 485,537
Daily Pivots for day following 23-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-262 127-193 126-184
R3 127-082 127-013 126-134
R2 126-222 126-222 126-118
R1 126-153 126-153 126-102 126-188
PP 126-042 126-042 126-042 126-059
S1 125-293 125-293 126-068 126-008
S2 125-182 125-182 126-052
S3 125-002 125-113 126-036
S4 124-142 124-253 125-306
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% 0-134 0.3% 86% False False 279,472
10 126-115 125-095 1-020 0.8% 0-124 0.3% 91% False False 149,228
20 128-220 125-010 3-210 2.9% 0-155 0.4% 34% False False 74,943
40 129-195 125-010 4-185 3.6% 0-148 0.4% 27% False False 37,681
60 129-195 125-010 4-185 3.6% 0-101 0.2% 27% False False 25,121
80 129-195 125-010 4-185 3.6% 0-075 0.2% 27% False False 18,841
100 129-195 124-075 5-120 4.3% 0-060 0.1% 38% False False 15,072
120 129-195 123-160 6-035 4.8% 0-050 0.1% 45% False False 12,560
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 128-235
2.618 127-261
1.618 127-081
1.000 126-290
0.618 126-221
HIGH 126-110
0.618 126-041
0.500 126-020
0.382 125-319
LOW 125-250
0.618 125-139
1.000 125-070
1.618 124-279
2.618 124-099
4.250 123-125
Fisher Pivots for day following 23-Nov-2015
Pivot 1 day 3 day
R1 126-063 126-064
PP 126-042 126-043
S1 126-020 126-022

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

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