ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 131-165 131-040 -0-125 -0.3% 132-255
High 131-300 131-180 -0-120 -0.3% 132-255
Low 131-095 130-280 -0-135 -0.3% 130-280
Close 131-145 130-305 -0-160 -0.4% 130-305
Range 0-205 0-220 0-015 7.3% 1-295
ATR 0-175 0-178 0-003 1.8% 0-000
Volume 372 404 32 8.6% 4,037
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-062 132-243 131-106
R3 132-162 132-023 131-045
R2 131-262 131-262 131-025
R1 131-123 131-123 131-005 131-082
PP 131-042 131-042 131-042 131-021
S1 130-223 130-223 130-285 130-182
S2 130-142 130-142 130-265
S3 129-242 130-003 130-244
S4 129-022 129-103 130-184
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 137-098 136-017 132-003
R3 135-123 134-042 131-154
R2 133-148 133-148 131-098
R1 132-067 132-067 131-041 131-280
PP 131-173 131-173 131-173 131-120
S1 130-092 130-092 130-249 129-305
S2 129-198 129-198 130-192
S3 127-223 128-117 130-136
S4 125-248 126-142 129-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-255 130-280 1-295 1.5% 0-173 0.4% 4% False True 807
10 133-095 130-280 2-135 1.8% 0-154 0.4% 3% False True 829
20 133-095 130-015 3-080 2.5% 0-164 0.4% 28% False False 423
40 133-095 128-240 4-175 3.5% 0-094 0.2% 48% False False 212
60 133-095 128-045 5-050 3.9% 0-063 0.2% 55% False False 141
80 133-095 128-045 5-050 3.9% 0-047 0.1% 55% False False 106
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 0-028
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 134-155
2.618 133-116
1.618 132-216
1.000 132-080
0.618 131-316
HIGH 131-180
0.618 131-096
0.500 131-070
0.382 131-044
LOW 130-280
0.618 130-144
1.000 130-060
1.618 129-244
2.618 129-024
4.250 127-305
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 131-070 131-140
PP 131-042 131-088
S1 131-013 131-037

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

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