ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 130-310 131-165 0-175 0.4% 131-020
High 131-120 131-180 0-060 0.1% 131-180
Low 130-220 131-000 0-100 0.2% 130-220
Close 131-095 131-060 -0-035 -0.1% 131-060
Range 0-220 0-180 -0-040 -18.2% 0-280
ATR 0-171 0-171 0-001 0.4% 0-000
Volume 1,464 271 -1,193 -81.5% 3,163
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-300 132-200 131-159
R3 132-120 132-020 131-110
R2 131-260 131-260 131-093
R1 131-160 131-160 131-076 131-120
PP 131-080 131-080 131-080 131-060
S1 130-300 130-300 131-044 130-260
S2 130-220 130-220 131-027
S3 130-040 130-120 131-010
S4 129-180 129-260 130-281
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-247 133-113 131-214
R3 132-287 132-153 131-137
R2 132-007 132-007 131-111
R1 131-193 131-193 131-086 131-260
PP 131-047 131-047 131-047 131-080
S1 130-233 130-233 131-034 130-300
S2 130-087 130-087 131-009
S3 129-127 129-273 130-303
S4 128-167 128-313 130-226
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% 0-145 0.3% 57% True False 632
10 132-255 130-220 2-035 1.6% 0-159 0.4% 24% False False 720
20 133-095 130-055 3-040 2.4% 0-179 0.4% 32% False False 581
40 133-095 128-295 4-120 3.3% 0-113 0.3% 52% False False 291
60 133-095 128-195 4-220 3.6% 0-075 0.2% 55% False False 194
80 133-095 128-045 5-050 3.9% 0-056 0.1% 59% False False 145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0-037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-305
2.618 133-011
1.618 132-151
1.000 132-040
0.618 131-291
HIGH 131-180
0.618 131-111
0.500 131-090
0.382 131-069
LOW 131-000
0.618 130-209
1.000 130-140
1.618 130-029
2.618 129-169
4.250 128-195
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 131-090 131-053
PP 131-080 131-047
S1 131-070 131-040

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

View Archives - Comment on this page... - Back to Index of Symbols