ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 28-Dec-2015
Day Change Summary
Previous Current
24-Dec-2015 28-Dec-2015 Change Change % Previous Week
Open 126-015 126-030 0-015 0.0% 126-135
High 126-060 126-130 0-070 0.2% 126-240
Low 125-305 126-005 0-020 0.0% 125-285
Close 126-055 126-085 0-030 0.1% 126-055
Range 0-075 0-125 0-050 66.7% 0-275
ATR 0-177 0-173 -0-004 -2.1% 0-000
Volume 180,131 327,705 147,574 81.9% 1,742,487
Daily Pivots for day following 28-Dec-2015
Classic Woodie Camarilla DeMark
R4 127-128 127-072 126-154
R3 127-003 126-267 126-119
R2 126-198 126-198 126-108
R1 126-142 126-142 126-096 126-170
PP 126-073 126-073 126-073 126-088
S1 126-017 126-017 126-074 126-045
S2 125-268 125-268 126-062
S3 125-143 125-212 126-051
S4 125-018 125-087 126-016
Weekly Pivots for week ending 25-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-272 128-118 126-206
R3 127-317 127-163 126-131
R2 127-042 127-042 126-105
R1 126-208 126-208 126-080 126-148
PP 126-087 126-087 126-087 126-056
S1 125-253 125-253 126-030 125-192
S2 125-132 125-132 126-005
S3 124-177 124-298 125-299
S4 123-222 124-023 125-224
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% 0-125 0.3% 44% False False 414,038
10 127-060 125-125 1-255 1.4% 0-170 0.4% 49% False False 687,261
20 127-100 125-090 2-010 1.6% 0-198 0.5% 48% False False 916,770
40 127-105 125-010 2-095 1.8% 0-169 0.4% 54% False False 579,943
60 129-195 125-010 4-185 3.6% 0-164 0.4% 27% False False 386,835
80 129-195 125-010 4-185 3.6% 0-129 0.3% 27% False False 290,130
100 129-195 125-010 4-185 3.6% 0-103 0.3% 27% False False 232,104
120 129-195 124-075 5-120 4.3% 0-086 0.2% 38% False False 193,420
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 0-027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-021
2.618 127-137
1.618 127-012
1.000 126-255
0.618 126-207
HIGH 126-130
0.618 126-082
0.500 126-068
0.382 126-053
LOW 126-005
0.618 125-248
1.000 125-200
1.618 125-123
2.618 124-318
4.250 124-114
Fisher Pivots for day following 28-Dec-2015
Pivot 1 day 3 day
R1 126-079 126-072
PP 126-073 126-060
S1 126-068 126-048

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

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