ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Dec-2015
Day Change Summary
Previous Current
08-Dec-2015 09-Dec-2015 Change Change % Previous Week
Open 126-100 126-140 0-040 0.1% 126-160
High 126-195 126-245 0-050 0.1% 127-025
Low 126-060 126-035 -0-025 -0.1% 125-090
Close 126-105 126-215 0-110 0.3% 125-295
Range 0-135 0-210 0-075 55.6% 1-255
ATR 0-176 0-179 0-002 1.4% 0-000
Volume 1,008,344 1,155,916 147,572 14.6% 6,349,002
Daily Pivots for day following 09-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-155 128-075 127-010
R3 127-265 127-185 126-273
R2 127-055 127-055 126-254
R1 126-295 126-295 126-234 127-015
PP 126-165 126-165 126-165 126-185
S1 126-085 126-085 126-196 126-125
S2 125-275 125-275 126-176
S3 125-065 125-195 126-157
S4 124-175 124-305 126-100
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
5 126-245 125-090 1-155 1.2% 0-252 0.6% 94% True False 1,236,703
10 127-025 125-090 1-255 1.4% 0-200 0.5% 77% False False 1,120,050
20 127-025 125-090 1-255 1.4% 0-162 0.4% 77% False False 712,069
40 129-095 125-010 4-085 3.4% 0-161 0.4% 38% False False 356,719
60 129-195 125-010 4-185 3.6% 0-136 0.3% 36% False False 237,854
80 129-195 125-010 4-185 3.6% 0-102 0.3% 36% False False 178,390
100 129-195 124-280 4-235 3.7% 0-082 0.2% 38% False False 142,712
120 129-195 123-180 6-015 4.8% 0-068 0.2% 51% False False 118,927
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-178
2.618 128-155
1.618 127-265
1.000 127-135
0.618 127-055
HIGH 126-245
0.618 126-165
0.500 126-140
0.382 126-115
LOW 126-035
0.618 125-225
1.000 125-145
1.618 125-015
2.618 124-125
4.250 123-102
Fisher Pivots for day following 09-Dec-2015
Pivot 1 day 3 day
R1 126-190 126-172
PP 126-165 126-130
S1 126-140 126-088

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

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