ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Nov-2015
Day Change Summary
Previous Current
23-Nov-2015 24-Nov-2015 Change Change % Previous Week
Open 126-015 126-095 0-080 0.2% 126-085
High 126-110 126-200 0-090 0.2% 126-115
Low 125-250 126-070 0-140 0.3% 125-220
Close 126-085 126-115 0-030 0.1% 126-025
Range 0-180 0-130 -0-050 -27.8% 0-215
ATR 0-150 0-149 -0-001 -1.0% 0-000
Volume 932,961 1,563,447 630,486 67.6% 485,537
Daily Pivots for day following 24-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-198 127-127 126-186
R3 127-068 126-317 126-151
R2 126-258 126-258 126-139
R1 126-187 126-187 126-127 126-222
PP 126-128 126-128 126-128 126-146
S1 126-057 126-057 126-103 126-092
S2 125-318 125-318 126-091
S3 125-188 125-247 126-079
S4 125-058 125-117 126-044
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
5 126-200 125-250 0-270 0.7% 0-125 0.3% 69% True False 582,810
10 126-200 125-110 1-090 1.0% 0-125 0.3% 79% True False 304,088
20 128-165 125-010 3-155 2.8% 0-155 0.4% 38% False False 152,902
40 129-195 125-010 4-185 3.6% 0-148 0.4% 29% False False 76,763
60 129-195 125-010 4-185 3.6% 0-103 0.3% 29% False False 51,178
80 129-195 125-010 4-185 3.6% 0-077 0.2% 29% False False 38,384
100 129-195 124-075 5-120 4.3% 0-062 0.2% 40% False False 30,707
120 129-195 123-160 6-035 4.8% 0-051 0.1% 47% False False 25,589
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-112
2.618 127-220
1.618 127-090
1.000 127-010
0.618 126-280
HIGH 126-200
0.618 126-150
0.500 126-135
0.382 126-120
LOW 126-070
0.618 125-310
1.000 125-260
1.618 125-180
2.618 125-050
4.250 124-158
Fisher Pivots for day following 24-Nov-2015
Pivot 1 day 3 day
R1 126-135 126-098
PP 126-128 126-082
S1 126-122 126-065

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

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