ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Dec-2015
Day Change Summary
Previous Current
02-Dec-2015 03-Dec-2015 Change Change % Previous Week
Open 127-005 126-215 -0-110 -0.3% 126-015
High 127-005 126-230 -0-095 -0.2% 126-200
Low 126-160 125-110 -1-050 -0.9% 125-250
Close 126-230 125-175 -1-055 -0.9% 126-160
Range 0-165 1-120 0-275 166.7% 0-270
ATR 0-150 0-170 0-021 13.9% 0-000
Volume 1,039,500 1,515,071 475,571 45.7% 4,300,679
Daily Pivots for day following 03-Dec-2015
Classic Woodie Camarilla DeMark
R4 129-318 129-047 126-097
R3 128-198 127-247 125-296
R2 127-078 127-078 125-256
R1 126-127 126-127 125-215 126-042
PP 125-278 125-278 125-278 125-236
S1 125-007 125-007 125-135 124-242
S2 124-158 124-158 125-094
S3 123-038 123-207 125-054
S4 121-238 122-087 124-253
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
5 127-025 125-110 1-235 1.4% 0-216 0.5% 12% False True 1,054,253
10 127-025 125-110 1-235 1.4% 0-170 0.4% 12% False True 944,611
20 127-025 125-010 2-015 1.6% 0-159 0.4% 25% False False 479,389
40 129-095 125-010 4-085 3.4% 0-153 0.4% 12% False False 240,014
60 129-195 125-010 4-185 3.6% 0-122 0.3% 11% False False 160,046
80 129-195 125-010 4-185 3.6% 0-092 0.2% 11% False False 120,034
100 129-195 124-175 5-020 4.0% 0-073 0.2% 20% False False 96,027
120 129-195 123-180 6-015 4.8% 0-061 0.2% 33% False False 80,023
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 133 trading days
Fibonacci Retracements and Extensions
4.250 132-180
2.618 130-102
1.618 128-302
1.000 128-030
0.618 127-182
HIGH 126-230
0.618 126-062
0.500 126-010
0.382 125-278
LOW 125-110
0.618 124-158
1.000 123-310
1.618 123-038
2.618 121-238
4.250 119-160
Fisher Pivots for day following 03-Dec-2015
Pivot 1 day 3 day
R1 126-010 126-068
PP 125-278 125-317
S1 125-227 125-246

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

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