ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Nov-2015
Day Change Summary
Previous Current
27-Nov-2015 30-Nov-2015 Change Change % Previous Week
Open 126-100 126-160 0-060 0.1% 126-015
High 126-200 126-185 -0-015 0.0% 126-200
Low 126-095 126-085 -0-010 0.0% 125-250
Close 126-160 126-140 -0-020 0.0% 126-160
Range 0-105 0-100 -0-005 -4.8% 0-270
ATR 0-142 0-139 -0-003 -2.1% 0-000
Volume 543,475 951,818 408,343 75.1% 4,300,679
Daily Pivots for day following 30-Nov-2015
Classic Woodie Camarilla DeMark
R4 127-117 127-068 126-195
R3 127-017 126-288 126-168
R2 126-237 126-237 126-158
R1 126-188 126-188 126-149 126-162
PP 126-137 126-137 126-137 126-124
S1 126-088 126-088 126-131 126-062
S2 126-037 126-037 126-122
S3 125-257 125-308 126-112
S4 125-157 125-208 126-085
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% 0-123 0.3% 78% False False 1,050,499
10 126-200 125-220 0-300 0.7% 0-121 0.3% 80% False False 573,803
20 127-105 125-010 2-095 1.8% 0-139 0.3% 61% False False 290,590
40 129-095 125-010 4-085 3.4% 0-143 0.4% 33% False False 145,655
60 129-195 125-010 4-185 3.6% 0-108 0.3% 31% False False 97,113
80 129-195 125-010 4-185 3.6% 0-081 0.2% 31% False False 72,835
100 129-195 124-075 5-120 4.3% 0-065 0.2% 41% False False 58,268
120 129-195 123-180 6-015 4.8% 0-054 0.1% 48% False False 48,556
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-290
2.618 127-127
1.618 127-027
1.000 126-285
0.618 126-247
HIGH 126-185
0.618 126-147
0.500 126-135
0.382 126-123
LOW 126-085
0.618 126-023
1.000 125-305
1.618 125-243
2.618 125-143
4.250 124-300
Fisher Pivots for day following 30-Nov-2015
Pivot 1 day 3 day
R1 126-138 126-138
PP 126-137 126-137
S1 126-135 126-135

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

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