ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 130-310 131-125 0-135 0.3% 132-035
High 131-130 131-250 0-120 0.3% 132-050
Low 130-295 131-105 0-130 0.3% 131-030
Close 131-110 131-240 0-130 0.3% 131-055
Range 0-155 0-145 -0-010 -6.4% 1-020
ATR 0-178 0-175 -0-002 -1.3% 0-000
Volume 15,798 5,513 -10,285 -65.1% 27,402
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-313 132-262 132-000
R3 132-168 132-117 131-280
R2 132-023 132-023 131-267
R1 131-292 131-292 131-253 131-318
PP 131-198 131-198 131-198 131-211
S1 131-147 131-147 131-227 131-172
S2 131-053 131-053 131-213
S3 130-228 131-002 131-200
S4 130-083 130-177 131-160
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% 0-184 0.4% 70% False False 9,206
10 132-055 130-275 1-100 1.0% 0-179 0.4% 68% False False 5,584
20 132-055 130-220 1-155 1.1% 0-172 0.4% 72% False False 3,439
40 133-095 130-015 3-080 2.5% 0-161 0.4% 52% False False 1,912
60 133-095 128-195 4-220 3.6% 0-113 0.3% 67% False False 1,275
80 133-095 128-045 5-050 3.9% 0-085 0.2% 70% False False 956
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-226
2.618 132-310
1.618 132-165
1.000 132-075
0.618 132-020
HIGH 131-250
0.618 131-195
0.500 131-178
0.382 131-160
LOW 131-105
0.618 131-015
1.000 130-280
1.618 130-190
2.618 130-045
4.250 129-129
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 131-219 131-194
PP 131-198 131-148
S1 131-178 131-103

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

View Archives - Comment on this page... - Back to Index of Symbols