ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Dec-2015
Day Change Summary
Previous Current
28-Dec-2015 29-Dec-2015 Change Change % Previous Week
Open 126-030 126-080 0-050 0.1% 126-135
High 126-130 126-105 -0-025 -0.1% 126-240
Low 126-005 125-175 -0-150 -0.4% 125-285
Close 126-085 125-210 -0-195 -0.5% 126-055
Range 0-125 0-250 0-125 100.0% 0-275
ATR 0-173 0-179 0-005 3.2% 0-000
Volume 327,705 620,234 292,529 89.3% 1,742,487
Daily Pivots for day following 29-Dec-2015
Classic Woodie Camarilla DeMark
R4 128-060 127-225 126-028
R3 127-130 126-295 125-279
R2 126-200 126-200 125-256
R1 126-045 126-045 125-233 125-318
PP 125-270 125-270 125-270 125-246
S1 125-115 125-115 125-187 125-068
S2 125-020 125-020 125-164
S3 124-090 124-185 125-141
S4 123-160 123-255 125-072
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
5 126-210 125-175 1-035 0.9% 0-144 0.4% 10% False True 424,137
10 126-240 125-125 1-115 1.1% 0-170 0.4% 20% False False 641,463
20 127-100 125-090 2-010 1.6% 0-206 0.5% 18% False False 900,191
40 127-105 125-010 2-095 1.8% 0-172 0.4% 27% False False 595,391
60 129-095 125-010 4-085 3.4% 0-164 0.4% 15% False False 397,167
80 129-195 125-010 4-185 3.6% 0-132 0.3% 14% False False 297,883
100 129-195 125-010 4-185 3.6% 0-106 0.3% 14% False False 238,306
120 129-195 124-075 5-120 4.3% 0-088 0.2% 26% False False 198,588
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 129-208
2.618 128-120
1.618 127-190
1.000 127-035
0.618 126-260
HIGH 126-105
0.618 126-010
0.500 125-300
0.382 125-270
LOW 125-175
0.618 125-020
1.000 124-245
1.618 124-090
2.618 123-160
4.250 122-072
Fisher Pivots for day following 29-Dec-2015
Pivot 1 day 3 day
R1 125-300 125-312
PP 125-270 125-278
S1 125-240 125-244

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

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