ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 131-090 130-310 -0-100 -0.2% 132-255
High 131-120 131-120 0-000 0.0% 132-255
Low 130-305 130-220 -0-085 -0.2% 130-280
Close 131-015 131-095 0-080 0.2% 130-305
Range 0-135 0-220 0-085 63.0% 1-295
ATR 0-167 0-171 0-004 2.3% 0-000
Volume 319 1,464 1,145 358.9% 4,037
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-058 132-297 131-216
R3 132-158 132-077 131-156
R2 131-258 131-258 131-135
R1 131-177 131-177 131-115 131-218
PP 131-038 131-038 131-038 131-059
S1 130-277 130-277 131-075 130-318
S2 130-138 130-138 131-055
S3 129-238 130-057 131-035
S4 129-018 129-157 130-294
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
5 131-180 130-220 0-280 0.7% 0-153 0.4% 70% False True 659
10 132-295 130-220 2-075 1.7% 0-163 0.4% 27% False True 707
20 133-095 130-015 3-080 2.5% 0-181 0.4% 38% False False 568
40 133-095 128-240 4-175 3.5% 0-108 0.3% 56% False False 284
60 133-095 128-195 4-220 3.6% 0-072 0.2% 57% False False 189
80 133-095 128-045 5-050 3.9% 0-054 0.1% 61% False False 142
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 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-095
2.618 133-056
1.618 132-156
1.000 132-020
0.618 131-256
HIGH 131-120
0.618 131-036
0.500 131-010
0.382 130-304
LOW 130-220
0.618 130-084
1.000 130-000
1.618 129-184
2.618 128-284
4.250 127-245
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 131-067 131-067
PP 131-038 131-038
S1 131-010 131-010

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

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