ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 132-050 132-200 0-150 0.4% 132-170
High 132-130 133-020 0-210 0.5% 132-170
Low 132-050 132-200 0-150 0.4% 131-250
Close 132-050 133-000 0-270 0.6% 132-050
Range 0-080 0-140 0-060 75.0% 0-240
ATR 0-167 0-176 0-009 5.2% 0-000
Volume 2,508 471 -2,037 -81.2% 2,676
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-067 134-013 133-077
R3 133-247 133-193 133-038
R2 133-107 133-107 133-026
R1 133-053 133-053 133-013 133-080
PP 132-287 132-287 132-287 132-300
S1 132-233 132-233 132-307 132-260
S2 132-147 132-147 132-294
S3 132-007 132-093 132-282
S4 131-187 131-273 132-243
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
5 133-020 131-250 1-090 1.0% 0-113 0.3% 95% True False 629
10 133-060 130-015 3-045 2.4% 0-175 0.4% 94% False False 316
20 133-060 130-015 3-045 2.4% 0-123 0.3% 94% False False 159
40 133-060 128-195 4-185 3.4% 0-061 0.1% 96% False False 79
60 133-060 128-045 5-015 3.8% 0-041 0.1% 96% False False 53
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 0-000
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-295
2.618 134-067
1.618 133-247
1.000 133-160
0.618 133-107
HIGH 133-020
0.618 132-287
0.500 132-270
0.382 132-253
LOW 132-200
0.618 132-113
1.000 132-060
1.618 131-293
2.618 131-153
4.250 130-245
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 132-303 132-264
PP 132-287 132-208
S1 132-270 132-152

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

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