ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Dec-2015
Day Change Summary
Previous Current
18-Dec-2015 21-Dec-2015 Change Change % Previous Week
Open 126-085 126-135 0-050 0.1% 127-045
High 126-210 126-240 0-030 0.1% 127-060
Low 126-060 126-085 0-025 0.1% 125-125
Close 126-155 126-180 0-025 0.1% 126-155
Range 0-150 0-155 0-005 3.3% 1-255
ATR 0-196 0-193 -0-003 -1.5% 0-000
Volume 784,697 569,737 -214,960 -27.4% 4,802,422
Daily Pivots for day following 21-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-313 127-242 126-265
R3 127-158 127-087 126-223
R2 127-003 127-003 126-208
R1 126-252 126-252 126-194 126-288
PP 126-168 126-168 126-168 126-186
S1 126-097 126-097 126-166 126-132
S2 126-013 126-013 126-152
S3 125-178 125-262 126-137
S4 125-023 125-107 126-095
Weekly Pivots for week ending 18-Dec-2015
Classic Woodie Camarilla DeMark
R4 131-238 130-292 127-151
R3 129-303 129-037 126-313
R2 128-048 128-048 126-260
R1 127-102 127-102 126-208 126-268
PP 126-113 126-113 126-113 126-036
S1 125-167 125-167 126-102 125-012
S2 124-178 124-178 126-050
S3 122-243 123-232 125-317
S4 120-308 121-297 125-159
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-240 125-125 1-115 1.1% 0-195 0.5% 86% True False 858,788
10 127-100 125-125 1-295 1.5% 0-204 0.5% 61% False False 960,297
20 127-100 125-090 2-010 1.6% 0-200 0.5% 63% False False 1,056,781
40 128-220 125-010 3-210 2.9% 0-175 0.4% 42% False False 542,569
60 129-195 125-010 4-185 3.6% 0-163 0.4% 33% False False 361,832
80 129-195 125-010 4-185 3.6% 0-123 0.3% 33% False False 271,374
100 129-195 125-010 4-185 3.6% 0-099 0.2% 33% False False 217,099
120 129-195 124-075 5-120 4.2% 0-082 0.2% 43% False False 180,916
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-259
2.618 128-006
1.618 127-171
1.000 127-075
0.618 127-016
HIGH 126-240
0.618 126-181
0.500 126-162
0.382 126-144
LOW 126-085
0.618 125-309
1.000 125-250
1.618 125-154
2.618 124-319
4.250 124-066
Fisher Pivots for day following 21-Dec-2015
Pivot 1 day 3 day
R1 126-174 126-142
PP 126-168 126-103
S1 126-162 126-065

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

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