ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 27-Nov-2015
Day Change Summary
Previous Current
25-Nov-2015 27-Nov-2015 Change Change % Previous Week
Open 126-120 126-100 -0-020 0.0% 126-015
High 126-170 126-200 0-030 0.1% 126-200
Low 126-070 126-095 0-025 0.1% 125-250
Close 126-125 126-160 0-035 0.1% 126-160
Range 0-100 0-105 0-005 5.0% 0-270
ATR 0-145 0-142 -0-003 -2.0% 0-000
Volume 1,260,796 543,475 -717,321 -56.9% 4,300,679
Daily Pivots for day following 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-147 127-098 126-218
R3 127-042 126-313 126-189
R2 126-257 126-257 126-179
R1 126-208 126-208 126-170 126-232
PP 126-152 126-152 126-152 126-164
S1 126-103 126-103 126-150 126-128
S2 126-047 126-047 126-141
S3 125-262 125-318 126-131
S4 125-157 125-213 126-102
Weekly Pivots for week ending 27-Nov-2015
Classic Woodie Camarilla DeMark
R4 128-267 128-163 126-308
R3 127-317 127-213 126-234
R2 127-047 127-047 126-210
R1 126-263 126-263 126-185 126-315
PP 126-097 126-097 126-097 126-122
S1 125-313 125-313 126-135 126-045
S2 125-147 125-147 126-110
S3 124-197 125-043 126-086
S4 123-247 124-093 126-012
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% 0-122 0.3% 85% True False 917,440
10 126-200 125-160 1-040 0.9% 0-127 0.3% 89% True False 481,655
20 127-105 125-010 2-095 1.8% 0-140 0.3% 64% False False 243,115
40 129-195 125-010 4-185 3.6% 0-147 0.4% 32% False False 121,868
60 129-195 125-010 4-185 3.6% 0-106 0.3% 32% False False 81,250
80 129-195 125-010 4-185 3.6% 0-080 0.2% 32% False False 60,937
100 129-195 124-075 5-120 4.2% 0-064 0.2% 42% False False 48,750
120 129-195 123-160 6-035 4.8% 0-053 0.1% 49% False False 40,625
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-006
2.618 127-155
1.618 127-050
1.000 126-305
0.618 126-265
HIGH 126-200
0.618 126-160
0.500 126-148
0.382 126-135
LOW 126-095
0.618 126-030
1.000 125-310
1.618 125-245
2.618 125-140
4.250 124-289
Fisher Pivots for day following 27-Nov-2015
Pivot 1 day 3 day
R1 126-156 126-152
PP 126-152 126-143
S1 126-148 126-135

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

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