ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 14-Dec-2015
Day Change Summary
Previous Current
11-Dec-2015 14-Dec-2015 Change Change % Previous Week
Open 126-100 127-045 0-265 0.7% 125-280
High 127-100 127-060 -0-040 -0.1% 127-100
Low 126-090 126-120 0-030 0.1% 125-250
Close 127-050 126-135 -0-235 -0.6% 127-050
Range 1-010 0-260 -0-070 -21.2% 1-170
ATR 0-186 0-192 0-005 2.8% 0-000
Volume 1,280,780 1,078,215 -202,565 -15.8% 5,113,793
Daily Pivots for day following 14-Dec-2015
Classic Woodie Camarilla DeMark
R4 129-032 128-183 126-278
R3 128-092 127-243 126-206
R2 127-152 127-152 126-183
R1 126-303 126-303 126-159 126-258
PP 126-212 126-212 126-212 126-189
S1 126-043 126-043 126-111 125-318
S2 125-272 125-272 126-087
S3 125-012 125-103 126-064
S4 124-072 124-163 125-312
Weekly Pivots for week ending 11-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-110 130-250 128-000
R3 129-260 129-080 127-185
R2 128-090 128-090 127-140
R1 127-230 127-230 127-095 128-000
PP 126-240 126-240 126-240 126-285
S1 126-060 126-060 127-005 126-150
S2 125-070 125-070 126-280
S3 123-220 124-210 126-235
S4 122-050 123-040 126-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-100 126-035 1-065 1.0% 0-213 0.5% 26% False False 1,061,806
10 127-100 125-090 2-010 1.6% 0-242 0.6% 56% False False 1,158,919
20 127-100 125-090 2-010 1.6% 0-181 0.4% 56% False False 866,361
40 128-240 125-010 3-230 2.9% 0-166 0.4% 37% False False 435,284
60 129-195 125-010 4-185 3.6% 0-148 0.4% 30% False False 290,266
80 129-195 125-010 4-185 3.6% 0-111 0.3% 30% False False 217,700
100 129-195 125-010 4-185 3.6% 0-089 0.2% 30% False False 174,160
120 129-195 123-180 6-015 4.8% 0-074 0.2% 47% False False 145,133
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-205
2.618 129-101
1.618 128-161
1.000 128-000
0.618 127-221
HIGH 127-060
0.618 126-281
0.500 126-250
0.382 126-219
LOW 126-120
0.618 125-279
1.000 125-180
1.618 125-019
2.618 124-079
4.250 122-295
Fisher Pivots for day following 14-Dec-2015
Pivot 1 day 3 day
R1 126-250 126-255
PP 126-212 126-215
S1 126-173 126-175

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

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