ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Dec-2015
Day Change Summary
Previous Current
30-Nov-2015 01-Dec-2015 Change Change % Previous Week
Open 126-160 126-160 0-000 0.0% 126-015
High 126-185 127-025 0-160 0.4% 126-200
Low 126-085 126-075 -0-010 0.0% 125-250
Close 126-140 126-305 0-165 0.4% 126-160
Range 0-100 0-270 0-170 170.0% 0-270
ATR 0-139 0-149 0-009 6.7% 0-000
Volume 951,818 1,221,403 269,585 28.3% 4,300,679
Daily Pivots for day following 01-Dec-2015
Classic Woodie Camarilla DeMark
R4 129-092 128-308 127-134
R3 128-142 128-038 127-059
R2 127-192 127-192 127-034
R1 127-088 127-088 127-010 127-140
PP 126-242 126-242 126-242 126-268
S1 126-138 126-138 126-280 126-190
S2 125-292 125-292 126-256
S3 125-022 125-188 126-231
S4 124-072 124-238 126-156
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
5 127-025 126-070 0-275 0.7% 0-141 0.3% 85% True False 1,108,187
10 127-025 125-220 1-125 1.1% 0-138 0.3% 91% True False 693,830
20 127-025 125-010 2-015 1.6% 0-144 0.4% 94% True False 351,661
40 129-095 125-010 4-085 3.4% 0-145 0.4% 45% False False 176,190
60 129-195 125-010 4-185 3.6% 0-112 0.3% 42% False False 117,470
80 129-195 125-010 4-185 3.6% 0-084 0.2% 42% False False 88,102
100 129-195 124-075 5-120 4.2% 0-067 0.2% 51% False False 70,482
120 129-195 123-180 6-015 4.8% 0-056 0.1% 56% False False 58,735
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 130-212
2.618 129-092
1.618 128-142
1.000 127-295
0.618 127-192
HIGH 127-025
0.618 126-242
0.500 126-210
0.382 126-178
LOW 126-075
0.618 125-228
1.000 125-125
1.618 124-278
2.618 124-008
4.250 122-208
Fisher Pivots for day following 01-Dec-2015
Pivot 1 day 3 day
R1 126-273 126-273
PP 126-242 126-242
S1 126-210 126-210

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

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