ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 23-Dec-2015
Day Change Summary
Previous Current
22-Dec-2015 23-Dec-2015 Change Change % Previous Week
Open 126-165 126-075 -0-090 -0.2% 127-045
High 126-210 126-075 -0-135 -0.3% 127-060
Low 126-050 125-285 -0-085 -0.2% 125-125
Close 126-055 126-000 -0-055 -0.1% 126-155
Range 0-160 0-110 -0-050 -31.3% 1-255
ATR 0-191 0-185 -0-006 -3.0% 0-000
Volume 517,333 475,286 -42,047 -8.1% 4,802,422
Daily Pivots for day following 23-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-023 126-282 126-060
R3 126-233 126-172 126-030
R2 126-123 126-123 126-020
R1 126-062 126-062 126-010 126-038
PP 126-013 126-013 126-013 126-001
S1 125-272 125-272 125-310 125-248
S2 125-223 125-223 125-300
S3 125-113 125-162 125-290
S4 125-003 125-052 125-260
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
5 126-240 125-210 1-030 0.9% 0-155 0.4% 31% False False 665,718
10 127-100 125-125 1-295 1.5% 0-196 0.5% 32% False False 843,133
20 127-100 125-090 2-010 1.6% 0-198 0.5% 35% False False 981,592
40 128-165 125-010 3-155 2.8% 0-176 0.4% 28% False False 567,247
60 129-195 125-010 4-185 3.6% 0-165 0.4% 21% False False 378,372
80 129-195 125-010 4-185 3.6% 0-127 0.3% 21% False False 283,782
100 129-195 125-010 4-185 3.6% 0-101 0.3% 21% False False 227,025
120 129-195 124-075 5-120 4.3% 0-084 0.2% 33% False False 189,188
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-028
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 127-222
2.618 127-043
1.618 126-253
1.000 126-185
0.618 126-143
HIGH 126-075
0.618 126-033
0.500 126-020
0.382 126-007
LOW 125-285
0.618 125-217
1.000 125-175
1.618 125-107
2.618 124-317
4.250 124-138
Fisher Pivots for day following 23-Dec-2015
Pivot 1 day 3 day
R1 126-020 126-102
PP 126-013 126-068
S1 126-007 126-034

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

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