ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 22-Dec-2015
Day Change Summary
Previous Current
21-Dec-2015 22-Dec-2015 Change Change % Previous Week
Open 126-135 126-165 0-030 0.1% 127-045
High 126-240 126-210 -0-030 -0.1% 127-060
Low 126-085 126-050 -0-035 -0.1% 125-125
Close 126-180 126-055 -0-125 -0.3% 126-155
Range 0-155 0-160 0-005 3.2% 1-255
ATR 0-193 0-191 -0-002 -1.2% 0-000
Volume 569,737 517,333 -52,404 -9.2% 4,802,422
Daily Pivots for day following 22-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-265 127-160 126-143
R3 127-105 127-000 126-099
R2 126-265 126-265 126-084
R1 126-160 126-160 126-070 126-132
PP 126-105 126-105 126-105 126-091
S1 126-000 126-000 126-040 125-292
S2 125-265 125-265 126-026
S3 125-105 125-160 126-011
S4 124-265 125-000 125-287
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% 0-183 0.5% 57% False False 771,837
10 127-100 125-125 1-295 1.5% 0-206 0.5% 41% False False 911,196
20 127-100 125-090 2-010 1.6% 0-199 0.5% 44% False False 1,036,000
40 128-220 125-010 3-210 2.9% 0-177 0.4% 31% False False 555,471
60 129-195 125-010 4-185 3.6% 0-165 0.4% 25% False False 370,454
80 129-195 125-010 4-185 3.6% 0-125 0.3% 25% False False 277,841
100 129-195 125-010 4-185 3.6% 0-100 0.2% 25% False False 222,272
120 129-195 124-075 5-120 4.3% 0-083 0.2% 36% False False 185,227
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 3 trading days
Fibonacci Retracements and Extensions
4.250 128-250
2.618 127-309
1.618 127-149
1.000 127-050
0.618 126-309
HIGH 126-210
0.618 126-149
0.500 126-130
0.382 126-111
LOW 126-050
0.618 125-271
1.000 125-210
1.618 125-111
2.618 124-271
4.250 124-010
Fisher Pivots for day following 22-Dec-2015
Pivot 1 day 3 day
R1 126-130 126-145
PP 126-105 126-115
S1 126-080 126-085

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

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