ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 131-020 131-075 0-055 0.1% 131-020
High 131-095 131-120 0-025 0.1% 131-180
Low 130-310 130-305 -0-005 0.0% 130-220
Close 131-035 131-060 0-025 0.1% 131-060
Range 0-105 0-135 0-030 28.6% 0-280
ATR 0-166 0-164 -0-002 -1.3% 0-000
Volume 2,607 1,753 -854 -32.8% 3,163
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-140 132-075 131-134
R3 132-005 131-260 131-097
R2 131-190 131-190 131-085
R1 131-125 131-125 131-072 131-090
PP 131-055 131-055 131-055 131-037
S1 130-310 130-310 131-048 130-275
S2 130-240 130-240 131-035
S3 130-105 130-175 131-023
S4 129-290 130-040 130-306
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% 0-155 0.4% 57% False False 1,282
10 132-000 130-220 1-100 1.0% 0-147 0.4% 38% False False 830
20 133-095 130-220 2-195 2.0% 0-142 0.3% 19% False False 799
40 133-095 128-295 4-120 3.3% 0-119 0.3% 52% False False 400
60 133-095 128-195 4-220 3.6% 0-079 0.2% 55% False False 267
80 133-095 128-045 5-050 3.9% 0-059 0.1% 59% False False 200
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
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 26-Jul-2016
Pivot 1 day 3 day
R1 131-057 131-082
PP 131-055 131-075
S1 131-052 131-067

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

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