python `print` does not work in loop

The problem using print <something>, is buffering and printing only when the result id ready to be printed.

You can solve it using print_function from __future__ (which will be in compliance with Python 3 as well):

from __future__ import print_function
from time import sleep
import sys

for i in range(10):
    print(i, end='')
    for j in range(-5,5):
        if j > 0:
            print('.', end='')
        else:
            print('D', end='')
        sys.stdout.flush()
        sleep(1)            
    print('')

Because of existence of comma, the output buffers until a \n.

You should flush the stdout after every print or use sys.stdout.write and flush buffer.

Define your print method:

import sys

def my_print(text):
    sys.stdout.write(str(text))
    sys.stdout.flush()

and at the end of line print a \n