ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 04-Dec-2015
Day Change Summary
Previous Current
03-Dec-2015 04-Dec-2015 Change Change % Previous Week
Open 126-215 125-215 -1-000 -0.8% 126-160
High 126-230 126-020 -0-210 -0.5% 127-025
Low 125-110 125-090 -0-020 0.0% 125-090
Close 125-175 125-295 0-120 0.3% 125-295
Range 1-120 0-250 -0-190 -43.2% 1-255
ATR 0-170 0-176 0-006 3.3% 0-000
Volume 1,515,071 1,621,210 106,139 7.0% 6,349,002
Daily Pivots for day following 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-032 127-253 126-112
R3 127-102 127-003 126-044
R2 126-172 126-172 126-021
R1 126-073 126-073 125-318 126-122
PP 125-242 125-242 125-242 125-266
S1 125-143 125-143 125-272 125-192
S2 124-312 124-312 125-249
S3 124-062 124-213 125-226
S4 123-132 123-283 125-158
Weekly Pivots for week ending 04-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-155 130-160 126-291
R3 129-220 128-225 126-133
R2 127-285 127-285 126-080
R1 126-290 126-290 126-028 126-160
PP 126-030 126-030 126-030 125-285
S1 125-035 125-035 125-242 124-225
S2 124-095 124-095 125-190
S3 122-160 123-100 125-137
S4 120-225 121-165 124-299
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-025 125-090 1-255 1.4% 0-245 0.6% 36% False True 1,269,800
10 127-025 125-090 1-255 1.4% 0-184 0.5% 36% False True 1,093,620
20 127-025 125-010 2-015 1.6% 0-166 0.4% 44% False False 560,450
40 129-095 125-010 4-085 3.4% 0-154 0.4% 21% False False 280,544
60 129-195 125-010 4-185 3.6% 0-127 0.3% 19% False False 187,066
80 129-195 125-010 4-185 3.6% 0-095 0.2% 19% False False 140,300
100 129-195 124-175 5-020 4.0% 0-076 0.2% 27% False False 112,240
120 129-195 123-180 6-015 4.8% 0-063 0.2% 39% False False 93,533
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-122
2.618 128-034
1.618 127-104
1.000 126-270
0.618 126-174
HIGH 126-020
0.618 125-244
0.500 125-215
0.382 125-186
LOW 125-090
0.618 124-256
1.000 124-160
1.618 124-006
2.618 123-076
4.250 121-308
Fisher Pivots for day following 04-Dec-2015
Pivot 1 day 3 day
R1 125-268 126-048
PP 125-242 126-023
S1 125-215 125-319

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

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