ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 10-Dec-2015
Day Change Summary
Previous Current
09-Dec-2015 10-Dec-2015 Change Change % Previous Week
Open 126-140 126-175 0-035 0.1% 126-160
High 126-245 126-225 -0-020 0.0% 127-025
Low 126-035 126-095 0-060 0.1% 125-090
Close 126-215 126-105 -0-110 -0.3% 125-295
Range 0-210 0-130 -0-080 -38.1% 1-255
ATR 0-179 0-175 -0-003 -2.0% 0-000
Volume 1,155,916 785,778 -370,138 -32.0% 6,349,002
Daily Pivots for day following 10-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-212 127-128 126-176
R3 127-082 126-318 126-141
R2 126-272 126-272 126-129
R1 126-188 126-188 126-117 126-165
PP 126-142 126-142 126-142 126-130
S1 126-058 126-058 126-093 126-035
S2 126-012 126-012 126-081
S3 125-202 125-248 126-069
S4 125-072 125-118 126-034
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% 0-190 0.5% 71% False False 1,090,844
10 127-025 125-090 1-255 1.4% 0-203 0.5% 58% False False 1,072,549
20 127-025 125-090 1-255 1.4% 0-165 0.4% 58% False False 751,358
40 129-085 125-010 4-075 3.4% 0-158 0.4% 31% False False 376,309
60 129-195 125-010 4-185 3.6% 0-138 0.3% 28% False False 250,950
80 129-195 125-010 4-185 3.6% 0-104 0.3% 28% False False 188,212
100 129-195 125-000 4-195 3.6% 0-083 0.2% 29% False False 150,570
120 129-195 123-180 6-015 4.8% 0-069 0.2% 46% False False 125,475
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 128-138
2.618 127-245
1.618 127-115
1.000 127-035
0.618 126-305
HIGH 126-225
0.618 126-175
0.500 126-160
0.382 126-145
LOW 126-095
0.618 126-015
1.000 125-285
1.618 125-205
2.618 125-075
4.250 124-182
Fisher Pivots for day following 10-Dec-2015
Pivot 1 day 3 day
R1 126-160 126-140
PP 126-142 126-128
S1 126-123 126-117

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

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