ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 16-Dec-2015
Day Change Summary
Previous Current
15-Dec-2015 16-Dec-2015 Change Change % Previous Week
Open 126-140 126-035 -0-105 -0.3% 125-280
High 126-190 126-055 -0-135 -0.3% 127-100
Low 125-290 125-125 -0-165 -0.4% 125-250
Close 126-035 125-240 -0-115 -0.3% 127-050
Range 0-220 0-250 0-030 13.6% 1-170
ATR 0-194 0-198 0-004 2.1% 0-000
Volume 952,089 1,005,880 53,791 5.6% 5,113,793
Daily Pivots for day following 16-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-037 127-228 126-058
R3 127-107 126-298 125-309
R2 126-177 126-177 125-286
R1 126-048 126-048 125-263 125-308
PP 125-247 125-247 125-247 125-216
S1 125-118 125-118 125-217 125-058
S2 124-317 124-317 125-194
S3 124-067 124-188 125-171
S4 123-137 123-258 125-102
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
5 127-100 125-125 1-295 1.5% 0-238 0.6% 19% False True 1,020,548
10 127-100 125-090 2-010 1.6% 0-245 0.6% 23% False False 1,128,625
20 127-100 125-090 2-010 1.6% 0-191 0.5% 23% False False 960,865
40 128-240 125-010 3-230 3.0% 0-171 0.4% 19% False False 484,234
60 129-195 125-010 4-185 3.6% 0-156 0.4% 16% False False 322,899
80 129-195 125-010 4-185 3.6% 0-117 0.3% 16% False False 242,174
100 129-195 125-010 4-185 3.6% 0-094 0.2% 16% False False 193,739
120 129-195 124-030 5-165 4.4% 0-078 0.2% 30% False False 161,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-158
2.618 128-070
1.618 127-140
1.000 126-305
0.618 126-210
HIGH 126-055
0.618 125-280
0.500 125-250
0.382 125-220
LOW 125-125
0.618 124-290
1.000 124-195
1.618 124-040
2.618 123-110
4.250 122-022
Fisher Pivots for day following 16-Dec-2015
Pivot 1 day 3 day
R1 125-250 126-092
PP 125-247 126-035
S1 125-243 125-298

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

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