ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Dec-2015
Day Change Summary
Previous Current
07-Dec-2015 08-Dec-2015 Change Change % Previous Week
Open 125-280 126-100 0-140 0.3% 126-160
High 126-155 126-195 0-040 0.1% 127-025
Low 125-250 126-060 0-130 0.3% 125-090
Close 126-110 126-105 -0-005 0.0% 125-295
Range 0-225 0-135 -0-090 -40.0% 1-255
ATR 0-180 0-176 -0-003 -1.8% 0-000
Volume 882,975 1,008,344 125,369 14.2% 6,349,002
Daily Pivots for day following 08-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-205 127-130 126-179
R3 127-070 126-315 126-142
R2 126-255 126-255 126-130
R1 126-180 126-180 126-117 126-218
PP 126-120 126-120 126-120 126-139
S1 126-045 126-045 126-093 126-082
S2 125-305 125-305 126-080
S3 125-170 125-230 126-068
S4 125-035 125-095 126-031
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
5 127-005 125-090 1-235 1.4% 0-243 0.6% 60% False False 1,213,420
10 127-025 125-090 1-255 1.4% 0-192 0.5% 58% False False 1,160,803
20 127-025 125-090 1-255 1.4% 0-158 0.4% 58% False False 655,016
40 129-095 125-010 4-085 3.4% 0-158 0.4% 30% False False 327,827
60 129-195 125-010 4-185 3.6% 0-133 0.3% 28% False False 218,588
80 129-195 125-010 4-185 3.6% 0-099 0.2% 28% False False 163,941
100 129-195 124-175 5-020 4.0% 0-080 0.2% 35% False False 131,153
120 129-195 123-180 6-015 4.8% 0-066 0.2% 46% False False 109,294
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-040
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 128-129
2.618 127-228
1.618 127-093
1.000 127-010
0.618 126-278
HIGH 126-195
0.618 126-143
0.500 126-128
0.382 126-112
LOW 126-060
0.618 125-297
1.000 125-245
1.618 125-162
2.618 125-027
4.250 124-126
Fisher Pivots for day following 08-Dec-2015
Pivot 1 day 3 day
R1 126-128 126-064
PP 126-120 126-023
S1 126-112 125-302

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

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