ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 25-Nov-2015
Day Change Summary
Previous Current
24-Nov-2015 25-Nov-2015 Change Change % Previous Week
Open 126-095 126-120 0-025 0.1% 126-085
High 126-200 126-170 -0-030 -0.1% 126-115
Low 126-070 126-070 0-000 0.0% 125-220
Close 126-115 126-125 0-010 0.0% 126-025
Range 0-130 0-100 -0-030 -23.1% 0-215
ATR 0-149 0-145 -0-003 -2.3% 0-000
Volume 1,563,447 1,260,796 -302,651 -19.4% 485,537
Daily Pivots for day following 25-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-102 127-053 126-180
R3 127-002 126-273 126-152
R2 126-222 126-222 126-143
R1 126-173 126-173 126-134 126-198
PP 126-122 126-122 126-122 126-134
S1 126-073 126-073 126-116 126-098
S2 126-022 126-022 126-107
S3 125-242 125-293 126-098
S4 125-142 125-193 126-070
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% 0-123 0.3% 72% False False 834,970
10 126-200 125-110 1-090 1.0% 0-128 0.3% 82% False False 430,167
20 127-255 125-010 2-245 2.2% 0-146 0.4% 49% False False 215,941
40 129-195 125-010 4-185 3.6% 0-147 0.4% 30% False False 108,283
60 129-195 125-010 4-185 3.6% 0-104 0.3% 30% False False 72,192
80 129-195 125-010 4-185 3.6% 0-078 0.2% 30% False False 54,144
100 129-195 124-075 5-120 4.3% 0-063 0.2% 40% False False 43,315
120 129-195 123-160 6-035 4.8% 0-052 0.1% 47% False False 36,096
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 True
Bear Hook False
Bull Hook False
Stretch 0-037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-275
2.618 127-112
1.618 127-012
1.000 126-270
0.618 126-232
HIGH 126-170
0.618 126-132
0.500 126-120
0.382 126-108
LOW 126-070
0.618 126-008
1.000 125-290
1.618 125-228
2.618 125-128
4.250 124-285
Fisher Pivots for day following 25-Nov-2015
Pivot 1 day 3 day
R1 126-123 126-105
PP 126-122 126-085
S1 126-120 126-065

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

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