ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Dec-2015
Day Change Summary
Previous Current
23-Dec-2015 24-Dec-2015 Change Change % Previous Week
Open 126-075 126-015 -0-060 -0.1% 127-045
High 126-075 126-060 -0-015 0.0% 127-060
Low 125-285 125-305 0-020 0.0% 125-125
Close 126-000 126-055 0-055 0.1% 126-155
Range 0-110 0-075 -0-035 -31.8% 1-255
ATR 0-185 0-177 -0-008 -4.2% 0-000
Volume 475,286 180,131 -295,155 -62.1% 4,802,422
Daily Pivots for day following 24-Dec-2015
Classic Woodie Camarilla DeMark
R4 126-258 126-232 126-096
R3 126-183 126-157 126-076
R2 126-108 126-108 126-069
R1 126-082 126-082 126-062 126-095
PP 126-033 126-033 126-033 126-040
S1 126-007 126-007 126-048 126-020
S2 125-278 125-278 126-041
S3 125-203 125-252 126-034
S4 125-128 125-177 126-014
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
5 126-240 125-285 0-275 0.7% 0-130 0.3% 33% False False 505,436
10 127-100 125-125 1-295 1.5% 0-191 0.5% 41% False False 782,568
20 127-100 125-090 2-010 1.6% 0-197 0.5% 44% False False 927,558
40 127-255 125-010 2-245 2.2% 0-171 0.4% 41% False False 571,750
60 129-195 125-010 4-185 3.6% 0-164 0.4% 25% False False 381,375
80 129-195 125-010 4-185 3.6% 0-128 0.3% 25% False False 286,033
100 129-195 125-010 4-185 3.6% 0-102 0.3% 25% False False 228,827
120 129-195 124-075 5-120 4.3% 0-085 0.2% 36% False False 190,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 127-059
2.618 126-256
1.618 126-181
1.000 126-135
0.618 126-106
HIGH 126-060
0.618 126-031
0.500 126-022
0.382 126-014
LOW 125-305
0.618 125-259
1.000 125-230
1.618 125-184
2.618 125-109
4.250 124-306
Fisher Pivots for day following 24-Dec-2015
Pivot 1 day 3 day
R1 126-044 126-088
PP 126-033 126-077
S1 126-022 126-066

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

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