ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 131-020 131-090 0-070 0.2% 132-255
High 131-085 131-115 0-030 0.1% 132-255
Low 130-265 131-065 0-120 0.3% 130-280
Close 131-030 131-095 0-065 0.2% 130-305
Range 0-140 0-050 -0-090 -64.3% 1-295
ATR 0-176 0-169 -0-006 -3.7% 0-000
Volume 471 638 167 35.5% 4,037
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 131-242 131-218 131-123
R3 131-192 131-168 131-109
R2 131-142 131-142 131-104
R1 131-118 131-118 131-100 131-130
PP 131-092 131-092 131-092 131-098
S1 131-068 131-068 131-090 131-080
S2 131-042 131-042 131-086
S3 130-312 131-018 131-081
S4 130-262 130-288 131-067
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
5 132-000 130-265 1-055 0.9% 0-139 0.3% 40% False False 378
10 133-095 130-265 2-150 1.9% 0-151 0.4% 19% False False 642
20 133-095 130-015 3-080 2.5% 0-163 0.4% 38% False False 479
40 133-095 128-240 4-175 3.5% 0-099 0.2% 56% False False 240
60 133-095 128-045 5-050 3.9% 0-066 0.2% 61% False False 160
80 133-095 128-045 5-050 3.9% 0-050 0.1% 61% False False 120
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-037
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 132-008
2.618 131-246
1.618 131-196
1.000 131-165
0.618 131-146
HIGH 131-115
0.618 131-096
0.500 131-090
0.382 131-084
LOW 131-065
0.618 131-034
1.000 131-015
1.618 130-304
2.618 130-254
4.250 130-172
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 131-093 131-084
PP 131-092 131-073
S1 131-090 131-062

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

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