ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 131-285 132-050 0-085 0.2% 132-170
High 132-055 132-130 0-075 0.2% 132-170
Low 131-285 132-050 0-085 0.2% 131-250
Close 132-015 132-050 0-035 0.1% 132-050
Range 0-090 0-080 -0-010 -11.1% 0-240
ATR 0-171 0-167 -0-004 -2.4% 0-000
Volume 8 2,508 2,500 31,250.0% 2,676
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-317 132-263 132-094
R3 132-237 132-183 132-072
R2 132-157 132-157 132-065
R1 132-103 132-103 132-057 132-090
PP 132-077 132-077 132-077 132-070
S1 132-023 132-023 132-043 132-010
S2 131-317 131-317 132-035
S3 131-237 131-263 132-028
S4 131-157 131-183 132-006
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-130 134-010 132-182
R3 133-210 133-090 132-116
R2 132-290 132-290 132-094
R1 132-170 132-170 132-072 132-110
PP 132-050 132-050 132-050 132-020
S1 131-250 131-250 132-028 131-190
S2 131-130 131-130 132-006
S3 130-210 131-010 131-304
S4 129-290 130-090 131-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-170 131-250 0-240 0.6% 0-085 0.2% 50% False False 535
10 133-060 130-015 3-045 2.4% 0-161 0.4% 67% False False 269
20 133-060 130-015 3-045 2.4% 0-116 0.3% 67% False False 135
40 133-060 128-195 4-185 3.5% 0-058 0.1% 77% False False 67
60 133-060 128-045 5-015 3.8% 0-039 0.1% 80% False False 45
Crabel Price Patterns
NR True
NR4 True
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 0-000
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-150
2.618 133-019
1.618 132-259
1.000 132-210
0.618 132-179
HIGH 132-130
0.618 132-099
0.500 132-090
0.382 132-081
LOW 132-050
0.618 132-001
1.000 131-290
1.618 131-241
2.618 131-161
4.250 131-030
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 132-090 132-043
PP 132-077 132-037
S1 132-063 132-030

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

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