ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 131-240 131-255 0-015 0.0% 131-020
High 131-265 132-055 0-110 0.3% 132-055
Low 131-140 131-060 -0-080 -0.2% 130-290
Close 131-200 132-035 0-155 0.4% 132-035
Range 0-125 0-315 0-190 152.0% 1-085
ATR 0-168 0-179 0-010 6.2% 0-000
Volume 1,182 2,321 1,139 96.4% 12,515
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-248 134-137 132-208
R3 133-253 133-142 132-122
R2 132-258 132-258 132-093
R1 132-147 132-147 132-064 132-203
PP 131-263 131-263 131-263 131-291
S1 131-152 131-152 132-006 131-208
S2 130-268 130-268 131-297
S3 129-273 130-157 131-268
S4 128-278 129-162 131-182
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-168 135-027 132-258
R3 134-083 133-262 132-146
R2 132-318 132-318 132-109
R1 132-177 132-177 132-072 132-248
PP 131-233 131-233 131-233 131-269
S1 131-092 131-092 131-318 131-163
S2 130-148 130-148 131-281
S3 129-063 130-007 131-244
S4 127-298 128-242 131-132
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-055 130-290 1-085 1.0% 0-189 0.4% 95% True False 2,503
10 132-055 130-220 1-155 1.1% 0-167 0.4% 96% True False 1,567
20 133-095 130-220 2-195 2.0% 0-160 0.4% 54% False False 1,198
40 133-095 130-015 3-080 2.5% 0-136 0.3% 63% False False 604
60 133-095 128-195 4-220 3.5% 0-091 0.2% 75% False False 402
80 133-095 128-045 5-050 3.9% 0-068 0.2% 77% False False 302
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 0-054
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 136-114
2.618 134-240
1.618 133-245
1.000 133-050
0.618 132-250
HIGH 132-055
0.618 131-255
0.500 131-218
0.382 131-180
LOW 131-060
0.618 130-185
1.000 130-065
1.618 129-190
2.618 128-195
4.250 127-001
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 131-309 131-294
PP 131-263 131-233
S1 131-218 131-173

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

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