ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 132-035 131-245 -0-110 -0.3% 131-020
High 132-050 131-245 -0-125 -0.3% 132-055
Low 131-210 131-085 -0-125 -0.3% 130-290
Close 131-275 131-195 -0-080 -0.2% 132-035
Range 0-160 0-160 0-000 0.0% 1-085
ATR 0-177 0-178 0-001 0.5% 0-000
Volume 2,358 1,747 -611 -25.9% 12,515
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-015 132-265 131-283
R3 132-175 132-105 131-239
R2 132-015 132-015 131-224
R1 131-265 131-265 131-210 131-220
PP 131-175 131-175 131-175 131-152
S1 131-105 131-105 131-180 131-060
S2 131-015 131-015 131-166
S3 130-175 130-265 131-151
S4 130-015 130-105 131-107
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% 0-205 0.5% 56% False False 2,452
10 132-055 130-220 1-155 1.1% 0-180 0.4% 62% False False 1,867
20 133-095 130-220 2-195 2.0% 0-165 0.4% 35% False False 1,255
40 133-095 130-015 3-080 2.5% 0-144 0.3% 48% False False 707
60 133-095 128-195 4-220 3.6% 0-096 0.2% 64% False False 471
80 133-095 128-045 5-050 3.9% 0-072 0.2% 67% False False 353
Crabel Price Patterns
NR False
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 0-047
Fibonacci Retracements and Extensions
4.250 133-285
2.618 133-024
1.618 132-184
1.000 132-085
0.618 132-024
HIGH 131-245
0.618 131-184
0.500 131-165
0.382 131-146
LOW 131-085
0.618 130-306
1.000 130-245
1.618 130-146
2.618 129-306
4.250 129-045
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 131-185 131-218
PP 131-175 131-210
S1 131-165 131-203

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

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