ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 131-255 132-035 0-100 0.2% 131-020
High 132-055 132-050 -0-005 0.0% 132-055
Low 131-060 131-210 0-150 0.4% 130-290
Close 132-035 131-275 -0-080 -0.2% 132-035
Range 0-315 0-160 -0-155 -49.2% 1-085
ATR 0-179 0-177 -0-001 -0.7% 0-000
Volume 2,321 2,358 37 1.6% 12,515
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-125 133-040 132-043
R3 132-285 132-200 131-319
R2 132-125 132-125 131-304
R1 132-040 132-040 131-290 132-003
PP 131-285 131-285 131-285 131-266
S1 131-200 131-200 131-260 131-163
S2 131-125 131-125 131-246
S3 130-285 131-040 131-231
S4 130-125 130-200 131-187
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% 0-200 0.5% 75% False False 2,453
10 132-055 130-220 1-155 1.1% 0-169 0.4% 79% False False 1,756
20 133-095 130-220 2-195 2.0% 0-164 0.4% 45% False False 1,191
40 133-095 130-015 3-080 2.5% 0-140 0.3% 56% False False 663
60 133-095 128-195 4-220 3.6% 0-093 0.2% 69% False False 442
80 133-095 128-045 5-050 3.9% 0-070 0.2% 72% False False 331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-090
2.618 133-149
1.618 132-309
1.000 132-210
0.618 132-149
HIGH 132-050
0.618 131-309
0.500 131-290
0.382 131-271
LOW 131-210
0.618 131-111
1.000 131-050
1.618 130-271
2.618 130-111
4.250 129-170
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 131-290 131-256
PP 131-285 131-237
S1 131-280 131-218

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

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