ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 30-Dec-2015
Day Change Summary
Previous Current
29-Dec-2015 30-Dec-2015 Change Change % Previous Week
Open 126-080 125-220 -0-180 -0.4% 126-135
High 126-105 125-255 -0-170 -0.4% 126-240
Low 125-175 125-140 -0-035 -0.1% 125-285
Close 125-210 125-195 -0-015 0.0% 126-055
Range 0-250 0-115 -0-135 -54.0% 0-275
ATR 0-179 0-174 -0-005 -2.5% 0-000
Volume 620,234 706,089 85,855 13.8% 1,742,487
Daily Pivots for day following 30-Dec-2015
Classic Woodie Camarilla DeMark
R4 126-222 126-163 125-258
R3 126-107 126-048 125-227
R2 125-312 125-312 125-216
R1 125-253 125-253 125-206 125-225
PP 125-197 125-197 125-197 125-182
S1 125-138 125-138 125-184 125-110
S2 125-082 125-082 125-174
S3 124-287 125-023 125-163
S4 124-172 124-228 125-132
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
5 126-130 125-140 0-310 0.8% 0-135 0.3% 18% False True 461,889
10 126-240 125-125 1-115 1.1% 0-159 0.4% 16% False False 616,863
20 127-100 125-090 2-010 1.6% 0-198 0.5% 16% False False 874,425
40 127-100 125-010 2-090 1.8% 0-171 0.4% 25% False False 613,043
60 129-095 125-010 4-085 3.4% 0-163 0.4% 14% False False 408,935
80 129-195 125-010 4-185 3.6% 0-134 0.3% 13% False False 306,709
100 129-195 125-010 4-185 3.6% 0-107 0.3% 13% False False 245,367
120 129-195 124-075 5-120 4.3% 0-089 0.2% 26% False False 204,472
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-104
2.618 126-236
1.618 126-121
1.000 126-050
0.618 126-006
HIGH 125-255
0.618 125-211
0.500 125-198
0.382 125-184
LOW 125-140
0.618 125-069
1.000 125-025
1.618 124-274
2.618 124-159
4.250 123-291
Fisher Pivots for day following 30-Dec-2015
Pivot 1 day 3 day
R1 125-198 125-295
PP 125-197 125-262
S1 125-196 125-228

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

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