ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 02-Dec-2015
Day Change Summary
Previous Current
01-Dec-2015 02-Dec-2015 Change Change % Previous Week
Open 126-160 127-005 0-165 0.4% 126-015
High 127-025 127-005 -0-020 0.0% 126-200
Low 126-075 126-160 0-085 0.2% 125-250
Close 126-305 126-230 -0-075 -0.2% 126-160
Range 0-270 0-165 -0-105 -38.9% 0-270
ATR 0-149 0-150 0-001 0.8% 0-000
Volume 1,221,403 1,039,500 -181,903 -14.9% 4,300,679
Daily Pivots for day following 02-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-093 128-007 127-001
R3 127-248 127-162 126-275
R2 127-083 127-083 126-260
R1 126-317 126-317 126-245 126-278
PP 126-238 126-238 126-238 126-219
S1 126-152 126-152 126-215 126-112
S2 126-073 126-073 126-200
S3 125-228 125-307 126-185
S4 125-063 125-142 126-139
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% 0-148 0.4% 58% False False 1,003,398
10 127-025 125-250 1-095 1.0% 0-137 0.3% 72% False False 793,104
20 127-025 125-010 2-015 1.6% 0-145 0.4% 82% False False 403,636
40 129-095 125-010 4-085 3.4% 0-146 0.4% 40% False False 202,137
60 129-195 125-010 4-185 3.6% 0-115 0.3% 37% False False 134,795
80 129-195 125-010 4-185 3.6% 0-086 0.2% 37% False False 101,096
100 129-195 124-175 5-020 4.0% 0-069 0.2% 43% False False 80,877
120 129-195 123-180 6-015 4.8% 0-058 0.1% 52% False False 67,397
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-066
2.618 128-117
1.618 127-272
1.000 127-170
0.618 127-107
HIGH 127-005
0.618 126-262
0.500 126-242
0.382 126-223
LOW 126-160
0.618 126-058
1.000 125-315
1.618 125-213
2.618 125-048
4.250 124-099
Fisher Pivots for day following 02-Dec-2015
Pivot 1 day 3 day
R1 126-242 126-223
PP 126-238 126-217
S1 126-234 126-210

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

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