ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 131-075 131-070 -0-005 0.0% 131-020
High 131-120 131-235 0-115 0.3% 131-180
Low 130-305 130-290 -0-015 0.0% 130-220
Close 131-060 131-195 0-135 0.3% 131-060
Range 0-135 0-265 0-130 96.3% 0-280
ATR 0-164 0-171 0-007 4.4% 0-000
Volume 1,753 4,652 2,899 165.4% 3,163
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-288 133-187 132-021
R3 133-023 132-242 131-268
R2 132-078 132-078 131-244
R1 131-297 131-297 131-219 132-028
PP 131-133 131-133 131-133 131-159
S1 131-032 131-032 131-171 131-083
S2 130-188 130-188 131-146
S3 129-243 130-087 131-122
S4 128-298 129-142 131-049
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
5 131-235 130-220 1-015 0.8% 0-181 0.4% 88% True False 2,149
10 131-300 130-220 1-080 0.9% 0-166 0.4% 74% False False 1,295
20 133-095 130-220 2-195 2.0% 0-151 0.4% 35% False False 1,029
40 133-095 128-295 4-120 3.3% 0-125 0.3% 61% False False 516
60 133-095 128-195 4-220 3.6% 0-083 0.2% 64% False False 344
80 133-095 128-045 5-050 3.9% 0-063 0.1% 67% False False 258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 135-081
2.618 133-289
1.618 133-024
1.000 132-180
0.618 132-079
HIGH 131-235
0.618 131-134
0.500 131-103
0.382 131-071
LOW 130-290
0.618 130-126
1.000 130-025
1.618 129-181
2.618 128-236
4.250 127-124
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 131-164 131-164
PP 131-133 131-133
S1 131-103 131-103

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

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