ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 132-030 132-080 0-050 0.1% 130-235
High 132-130 132-085 -0-045 -0.1% 133-060
Low 132-030 131-250 -0-100 -0.2% 130-015
Close 132-100 132-040 -0-060 -0.1% 131-200
Range 0-100 0-155 0-055 55.0% 3-045
ATR 0-178 0-178 -0-001 -0.3% 0-000
Volume 56 104 48 85.7% 14
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-163 133-097 132-125
R3 133-008 132-262 132-083
R2 132-173 132-173 132-068
R1 132-107 132-107 132-054 132-062
PP 132-018 132-018 132-018 131-316
S1 131-272 131-272 132-026 131-228
S2 131-183 131-183 132-012
S3 131-028 131-117 131-317
S4 130-193 130-282 131-275
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 141-013 139-152 133-113
R3 137-288 136-107 132-156
R2 134-243 134-243 132-064
R1 133-062 133-062 131-292 133-312
PP 131-198 131-198 131-198 132-004
S1 130-017 130-017 131-108 130-268
S2 128-153 128-153 131-016
S3 125-108 126-292 130-244
S4 122-063 123-247 129-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-060 130-015 3-045 2.4% 0-288 0.7% 66% False False 34
10 133-060 130-015 3-045 2.4% 0-174 0.4% 66% False False 17
20 133-060 129-080 3-300 3.0% 0-107 0.3% 73% False False 9
40 133-060 128-195 4-185 3.5% 0-054 0.1% 77% False False 4
60 133-060 128-045 5-015 3.8% 0-036 0.1% 79% False False 3
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 0-002
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-104
2.618 133-171
1.618 133-016
1.000 132-240
0.618 132-181
HIGH 132-085
0.618 132-026
0.500 132-008
0.382 131-309
LOW 131-250
0.618 131-154
1.000 131-095
1.618 130-319
2.618 130-164
4.250 129-231
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 132-029 132-050
PP 132-018 132-047
S1 132-008 132-043

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

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