ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 131-130 131-190 0-060 0.1% 131-020
High 131-220 132-040 0-140 0.3% 132-055
Low 131-110 131-170 0-060 0.1% 130-290
Close 131-205 131-315 0-110 0.3% 132-035
Range 0-110 0-190 0-080 72.7% 1-085
ATR 0-173 0-174 0-001 0.7% 0-000
Volume 2,206 16,128 13,922 631.1% 12,515
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-212 133-133 132-099
R3 133-022 132-263 132-047
R2 132-152 132-152 132-030
R1 132-073 132-073 132-012 132-112
PP 131-282 131-282 131-282 131-301
S1 131-203 131-203 131-298 131-243
S2 131-092 131-092 131-280
S3 130-222 131-013 131-263
S4 130-032 130-143 131-211
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
5 132-055 131-060 0-315 0.7% 0-187 0.4% 81% False False 4,952
10 132-055 130-290 1-085 1.0% 0-174 0.4% 85% False False 3,522
20 132-295 130-220 2-075 1.7% 0-168 0.4% 58% False False 2,114
40 133-095 130-015 3-080 2.5% 0-149 0.4% 60% False False 1,165
60 133-095 128-195 4-220 3.6% 0-101 0.2% 72% False False 776
80 133-095 128-045 5-050 3.9% 0-076 0.2% 75% False False 582
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-207
2.618 133-217
1.618 133-027
1.000 132-230
0.618 132-157
HIGH 132-040
0.618 131-287
0.500 131-265
0.382 131-243
LOW 131-170
0.618 131-053
1.000 130-300
1.618 130-183
2.618 129-313
4.250 129-003
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 131-298 131-284
PP 131-282 131-253
S1 131-265 131-222

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

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