ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Jul-2016
Day Change Summary
Previous Current
13-Jul-2016 14-Jul-2016 Change Change % Previous Week
Open 131-240 131-165 -0-075 -0.2% 132-200
High 132-000 131-300 -0-020 0.0% 133-095
Low 131-240 131-095 -0-145 -0.3% 132-080
Close 131-295 131-145 -0-150 -0.4% 132-285
Range 0-080 0-205 0-125 156.2% 1-015
ATR 0-173 0-175 0-002 1.3% 0-000
Volume 9 372 363 4,033.3% 1,752
Daily Pivots for day following 14-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-155 133-035 131-258
R3 132-270 132-150 131-201
R2 132-065 132-065 131-183
R1 131-265 131-265 131-164 131-222
PP 131-180 131-180 131-180 131-159
S1 131-060 131-060 131-126 131-018
S2 130-295 130-295 131-107
S3 130-090 130-175 131-089
S4 129-205 129-290 131-032
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
5 132-295 131-095 1-200 1.2% 0-172 0.4% 10% False True 755
10 133-095 131-095 2-000 1.5% 0-141 0.3% 8% False True 790
20 133-095 130-015 3-080 2.5% 0-158 0.4% 43% False False 403
40 133-095 128-195 4-220 3.6% 0-089 0.2% 61% False False 202
60 133-095 128-045 5-050 3.9% 0-059 0.1% 64% False False 134
80 133-095 128-045 5-050 3.9% 0-044 0.1% 64% False False 101
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-211
2.618 133-197
1.618 132-312
1.000 132-185
0.618 132-107
HIGH 131-300
0.618 131-222
0.500 131-198
0.382 131-173
LOW 131-095
0.618 130-288
1.000 130-210
1.618 130-083
2.618 129-198
4.250 128-184
Fisher Pivots for day following 14-Jul-2016
Pivot 1 day 3 day
R1 131-198 131-240
PP 131-180 131-208
S1 131-162 131-177

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

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