ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 131-190 132-005 0-135 0.3% 132-035
High 132-040 132-025 -0-015 0.0% 132-050
Low 131-170 131-030 -0-140 -0.3% 131-030
Close 131-315 131-055 -0-260 -0.6% 131-055
Range 0-190 0-315 0-125 65.8% 1-020
ATR 0-174 0-185 0-010 5.8% 0-000
Volume 16,128 4,963 -11,165 -69.2% 27,402
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-128 133-247 131-228
R3 133-133 132-252 131-142
R2 132-138 132-138 131-113
R1 131-257 131-257 131-084 131-200
PP 131-143 131-143 131-143 131-115
S1 130-262 130-262 131-026 130-205
S2 130-148 130-148 130-317
S3 129-153 129-267 130-288
S4 128-158 128-272 130-202
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-212 133-313 131-242
R3 133-192 132-293 131-149
R2 132-172 132-172 131-117
R1 131-273 131-273 131-086 131-213
PP 131-152 131-152 131-152 131-121
S1 130-253 130-253 131-024 130-193
S2 130-132 130-132 130-313
S3 129-112 129-233 130-282
S4 128-092 128-213 130-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-050 131-030 1-020 0.8% 0-187 0.4% 7% False True 5,480
10 132-055 130-290 1-085 1.0% 0-188 0.4% 21% False False 3,991
20 132-255 130-220 2-035 1.6% 0-173 0.4% 23% False False 2,355
40 133-095 130-015 3-080 2.5% 0-156 0.4% 35% False False 1,289
60 133-095 128-195 4-220 3.6% 0-106 0.3% 55% False False 859
80 133-095 128-045 5-050 3.9% 0-080 0.2% 59% False False 644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 136-084
2.618 134-210
1.618 133-215
1.000 133-020
0.618 132-220
HIGH 132-025
0.618 131-225
0.500 131-188
0.382 131-150
LOW 131-030
0.618 130-155
1.000 130-035
1.618 129-160
2.618 128-165
4.250 126-291
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 131-188 131-195
PP 131-143 131-148
S1 131-099 131-102

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

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