ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 07-Dec-2015
Day Change Summary
Previous Current
04-Dec-2015 07-Dec-2015 Change Change % Previous Week
Open 125-215 125-280 0-065 0.2% 126-160
High 126-020 126-155 0-135 0.3% 127-025
Low 125-090 125-250 0-160 0.4% 125-090
Close 125-295 126-110 0-135 0.3% 125-295
Range 0-250 0-225 -0-025 -10.0% 1-255
ATR 0-176 0-180 0-003 2.0% 0-000
Volume 1,621,210 882,975 -738,235 -45.5% 6,349,002
Daily Pivots for day following 07-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-100 128-010 126-234
R3 127-195 127-105 126-172
R2 126-290 126-290 126-151
R1 126-200 126-200 126-131 126-245
PP 126-065 126-065 126-065 126-088
S1 125-295 125-295 126-089 126-020
S2 125-160 125-160 126-069
S3 124-255 125-070 126-048
S4 124-030 124-165 125-306
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% 0-270 0.7% 59% False False 1,256,031
10 127-025 125-090 1-255 1.4% 0-196 0.5% 59% False False 1,153,265
20 127-025 125-010 2-015 1.6% 0-158 0.4% 64% False False 604,598
40 129-095 125-010 4-085 3.4% 0-156 0.4% 31% False False 302,619
60 129-195 125-010 4-185 3.6% 0-130 0.3% 29% False False 201,783
80 129-195 125-010 4-185 3.6% 0-098 0.2% 29% False False 151,337
100 129-195 124-175 5-020 4.0% 0-078 0.2% 35% False False 121,069
120 129-195 123-180 6-015 4.8% 0-065 0.2% 46% False False 100,891
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 3 trading days
Fibonacci Retracements and Extensions
4.250 129-151
2.618 128-104
1.618 127-199
1.000 127-060
0.618 126-294
HIGH 126-155
0.618 126-069
0.500 126-042
0.382 126-016
LOW 125-250
0.618 125-111
1.000 125-025
1.618 124-206
2.618 123-301
4.250 122-254
Fisher Pivots for day following 07-Dec-2015
Pivot 1 day 3 day
R1 126-088 126-073
PP 126-065 126-037
S1 126-042 126-000

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

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