ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 132-005 131-005 -1-000 -0.8% 132-035
High 132-025 131-070 -0-275 -0.7% 132-050
Low 131-030 130-275 -0-075 -0.2% 131-030
Close 131-055 131-020 -0-035 -0.1% 131-055
Range 0-315 0-115 -0-200 -63.5% 1-020
ATR 0-185 0-180 -0-005 -2.7% 0-000
Volume 4,963 3,628 -1,335 -26.9% 27,402
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-040 131-305 131-083
R3 131-245 131-190 131-052
R2 131-130 131-130 131-041
R1 131-075 131-075 131-031 131-103
PP 131-015 131-015 131-015 131-029
S1 130-280 130-280 131-009 130-308
S2 130-220 130-220 130-319
S3 130-105 130-165 130-308
S4 129-310 130-050 130-277
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
5 132-040 130-275 1-085 1.0% 0-178 0.4% 16% False True 5,734
10 132-055 130-275 1-100 1.0% 0-189 0.5% 15% False True 4,093
20 132-065 130-220 1-165 1.2% 0-171 0.4% 25% False False 2,494
40 133-095 130-015 3-080 2.5% 0-154 0.4% 31% False False 1,379
60 133-095 128-195 4-220 3.6% 0-108 0.3% 52% False False 920
80 133-095 128-045 5-050 3.9% 0-081 0.2% 57% False False 690
Crabel Price Patterns
NR True
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-239
2.618 132-051
1.618 131-256
1.000 131-185
0.618 131-141
HIGH 131-070
0.618 131-026
0.500 131-013
0.382 130-319
LOW 130-275
0.618 130-204
1.000 130-160
1.618 130-089
2.618 129-294
4.250 129-106
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 131-018 131-158
PP 131-015 131-112
S1 131-013 131-066

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

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