ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 132-125 132-255 0-130 0.3% 132-200
High 132-295 132-255 -0-040 -0.1% 133-095
Low 132-080 132-085 0-005 0.0% 132-080
Close 132-285 132-090 -0-195 -0.5% 132-285
Range 0-215 0-170 -0-045 -20.9% 1-015
ATR 0-172 0-174 0-002 1.2% 0-000
Volume 144 854 710 493.1% 1,752
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-013 133-222 132-184
R3 133-163 133-052 132-137
R2 132-313 132-313 132-121
R1 132-202 132-202 132-106 132-173
PP 132-143 132-143 132-143 132-129
S1 132-032 132-032 132-074 132-002
S2 131-293 131-293 132-059
S3 131-123 131-182 132-043
S4 130-273 131-012 131-317
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-305 135-150 133-149
R3 134-290 134-135 133-057
R2 133-275 133-275 133-026
R1 133-120 133-120 132-316 133-198
PP 132-260 132-260 132-260 132-299
S1 132-105 132-105 132-254 132-182
S2 131-245 131-245 132-224
S3 130-230 131-090 132-193
S4 129-215 130-075 132-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-095 132-080 1-015 0.8% 0-153 0.4% 3% False False 521
10 133-095 131-250 1-165 1.1% 0-119 0.3% 33% False False 528
20 133-095 130-015 3-080 2.5% 0-137 0.3% 69% False False 265
40 133-095 128-195 4-220 3.5% 0-077 0.2% 78% False False 132
60 133-095 128-045 5-050 3.9% 0-051 0.1% 80% False False 88
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-018
2.618 134-060
1.618 133-210
1.000 133-105
0.618 133-040
HIGH 132-255
0.618 132-190
0.500 132-170
0.382 132-150
LOW 132-085
0.618 131-300
1.000 131-235
1.618 131-130
2.618 130-280
4.250 130-002
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 132-170 132-188
PP 132-143 132-155
S1 132-117 132-123

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

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