ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 131-090 131-090 0-000 0.0% 132-255
High 131-115 131-120 0-005 0.0% 132-255
Low 131-065 130-305 -0-080 -0.2% 130-280
Close 131-095 131-015 -0-080 -0.2% 130-305
Range 0-050 0-135 0-085 169.9% 1-295
ATR 0-169 0-167 -0-002 -1.4% 0-000
Volume 638 319 -319 -50.0% 4,037
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-125 132-045 131-089
R3 131-310 131-230 131-052
R2 131-175 131-175 131-040
R1 131-095 131-095 131-027 131-068
PP 131-040 131-040 131-040 131-026
S1 130-280 130-280 131-003 130-252
S2 130-225 130-225 130-310
S3 130-090 130-145 130-298
S4 129-275 130-010 130-261
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
5 131-300 130-265 1-035 0.8% 0-150 0.4% 20% False False 440
10 132-295 130-265 2-030 1.6% 0-148 0.4% 10% False False 562
20 133-095 130-015 3-080 2.5% 0-170 0.4% 31% False False 495
40 133-095 128-240 4-175 3.5% 0-103 0.2% 51% False False 248
60 133-095 128-045 5-050 3.9% 0-068 0.2% 56% False False 165
80 133-095 128-045 5-050 3.9% 0-051 0.1% 56% False False 124
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-054
2.618 132-153
1.618 132-018
1.000 131-255
0.618 131-203
HIGH 131-120
0.618 131-068
0.500 131-052
0.382 131-037
LOW 130-305
0.618 130-222
1.000 130-170
1.618 130-087
2.618 129-272
4.250 129-051
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 131-052 131-032
PP 131-040 131-027
S1 131-028 131-021

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

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