ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 131-070 131-240 0-170 0.4% 131-020
High 131-235 131-265 0-030 0.1% 131-180
Low 130-290 131-140 0-170 0.4% 130-220
Close 131-195 131-200 0-005 0.0% 131-060
Range 0-265 0-125 -0-140 -52.8% 0-280
ATR 0-171 0-168 -0-003 -1.9% 0-000
Volume 4,652 1,182 -3,470 -74.6% 3,163
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-257 132-193 131-269
R3 132-132 132-068 131-234
R2 132-007 132-007 131-223
R1 131-263 131-263 131-211 131-232
PP 131-202 131-202 131-202 131-186
S1 131-138 131-138 131-189 131-108
S2 131-077 131-077 131-177
S3 130-272 131-013 131-166
S4 130-147 130-208 131-131
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
5 131-265 130-290 0-295 0.7% 0-162 0.4% 78% True False 2,093
10 131-265 130-220 1-045 0.9% 0-158 0.4% 82% True False 1,376
20 133-095 130-220 2-195 2.0% 0-149 0.4% 36% False False 1,083
40 133-095 129-080 4-015 3.1% 0-128 0.3% 59% False False 546
60 133-095 128-195 4-220 3.6% 0-086 0.2% 64% False False 364
80 133-095 128-045 5-050 3.9% 0-064 0.2% 68% False False 273
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 False
Stretch 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-156
2.618 132-272
1.618 132-147
1.000 132-070
0.618 132-022
HIGH 131-265
0.618 131-217
0.500 131-202
0.382 131-188
LOW 131-140
0.618 131-063
1.000 131-015
1.618 130-258
2.618 130-133
4.250 129-249
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 131-202 131-173
PP 131-202 131-145
S1 131-201 131-118

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

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