ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 132-255 132-065 -0-190 -0.4% 132-200
High 132-255 132-065 -0-190 -0.4% 133-095
Low 132-085 131-195 -0-210 -0.5% 132-080
Close 132-090 131-195 -0-215 -0.5% 132-285
Range 0-170 0-190 0-020 11.7% 1-015
ATR 0-174 0-177 0-003 1.7% 0-000
Volume 854 2,398 1,544 180.8% 1,752
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-188 133-062 131-299
R3 132-318 132-192 131-247
R2 132-128 132-128 131-230
R1 132-002 132-002 131-212 131-290
PP 131-258 131-258 131-258 131-243
S1 131-132 131-132 131-178 131-100
S2 131-068 131-068 131-160
S3 130-198 130-262 131-143
S4 130-008 130-072 131-091
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
5 133-095 131-195 1-220 1.3% 0-163 0.4% 0% False True 906
10 133-095 131-195 1-220 1.3% 0-138 0.3% 0% False True 768
20 133-095 130-015 3-080 2.5% 0-147 0.3% 48% False False 384
40 133-095 128-195 4-220 3.6% 0-082 0.2% 64% False False 192
60 133-095 128-045 5-050 3.9% 0-055 0.1% 67% False False 128
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-232
2.618 133-242
1.618 133-052
1.000 132-255
0.618 132-182
HIGH 132-065
0.618 131-312
0.500 131-290
0.382 131-268
LOW 131-195
0.618 131-078
1.000 131-005
1.618 130-208
2.618 130-018
4.250 129-028
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 131-290 132-085
PP 131-258 132-015
S1 131-227 131-265

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

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