ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 132-200 133-005 0-125 0.3% 132-170
High 133-020 133-095 0-075 0.2% 132-170
Low 132-200 132-250 0-050 0.1% 131-250
Close 133-000 132-255 -0-065 -0.2% 132-050
Range 0-140 0-165 0-025 17.9% 0-240
ATR 0-176 0-175 -0-001 -0.5% 0-000
Volume 471 1,122 651 138.2% 2,676
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-162 134-053 133-026
R3 133-317 133-208 132-300
R2 133-152 133-152 132-285
R1 133-043 133-043 132-270 133-015
PP 132-307 132-307 132-307 132-293
S1 132-198 132-198 132-240 132-170
S2 132-142 132-142 132-225
S3 131-297 132-033 132-210
S4 131-132 131-188 132-164
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
5 133-095 131-250 1-165 1.1% 0-126 0.3% 67% True False 842
10 133-095 130-015 3-080 2.4% 0-191 0.5% 85% True False 428
20 133-095 130-015 3-080 2.4% 0-131 0.3% 85% True False 215
40 133-095 128-195 4-220 3.5% 0-066 0.2% 89% True False 107
60 133-095 128-045 5-050 3.9% 0-044 0.1% 90% True False 71
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-008
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 135-156
2.618 134-207
1.618 134-042
1.000 133-260
0.618 133-197
HIGH 133-095
0.618 133-032
0.500 133-013
0.382 132-313
LOW 132-250
0.618 132-148
1.000 132-085
1.618 131-303
2.618 131-138
4.250 130-189
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 133-013 132-248
PP 132-307 132-240
S1 132-281 132-233

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

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