ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 31-Dec-2015
Day Change Summary
Previous Current
30-Dec-2015 31-Dec-2015 Change Change % Previous Week
Open 125-220 125-225 0-005 0.0% 126-135
High 125-255 125-315 0-060 0.1% 126-240
Low 125-140 125-200 0-060 0.1% 125-285
Close 125-195 125-290 0-095 0.2% 126-055
Range 0-115 0-115 0-000 0.0% 0-275
ATR 0-174 0-170 -0-004 -2.2% 0-000
Volume 706,089 459,340 -246,749 -34.9% 1,742,487
Daily Pivots for day following 31-Dec-2015
Classic Woodie Camarilla DeMark
R4 126-293 126-247 126-033
R3 126-178 126-132 126-002
R2 126-063 126-063 125-311
R1 126-017 126-017 125-301 126-040
PP 125-268 125-268 125-268 125-280
S1 125-222 125-222 125-279 125-245
S2 125-153 125-153 125-269
S3 125-038 125-107 125-258
S4 124-243 124-312 125-227
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% 0-136 0.3% 48% False False 458,699
10 126-240 125-140 1-100 1.0% 0-146 0.4% 36% False False 562,209
20 127-100 125-090 2-010 1.6% 0-195 0.5% 31% False False 845,417
40 127-100 125-010 2-090 1.8% 0-170 0.4% 38% False False 624,526
60 129-095 125-010 4-085 3.4% 0-163 0.4% 21% False False 416,564
80 129-195 125-010 4-185 3.6% 0-135 0.3% 19% False False 312,450
100 129-195 125-010 4-185 3.6% 0-108 0.3% 19% False False 249,960
120 129-195 124-175 5-020 4.0% 0-090 0.2% 27% False False 208,300
Crabel Price Patterns
NR False
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 0-027
Fibonacci Retracements and Extensions
4.250 127-164
2.618 126-296
1.618 126-181
1.000 126-110
0.618 126-066
HIGH 125-315
0.618 125-271
0.500 125-258
0.382 125-244
LOW 125-200
0.618 125-129
1.000 125-085
1.618 125-014
2.618 124-219
4.250 124-031
Fisher Pivots for day following 31-Dec-2015
Pivot 1 day 3 day
R1 125-279 125-288
PP 125-268 125-285
S1 125-258 125-282

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

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