ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 131-125 131-255 0-130 0.3% 132-035
High 131-250 131-255 0-005 0.0% 132-050
Low 131-105 131-010 -0-095 -0.2% 131-030
Close 131-240 131-020 -0-220 -0.5% 131-055
Range 0-145 0-245 0-100 68.9% 1-020
ATR 0-175 0-180 0-005 2.8% 0-000
Volume 5,513 7,572 2,059 37.3% 27,402
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-190 133-030 131-155
R3 132-265 132-105 131-087
R2 132-020 132-020 131-065
R1 131-180 131-180 131-042 131-138
PP 131-095 131-095 131-095 131-074
S1 130-255 130-255 130-318 130-213
S2 130-170 130-170 130-295
S3 129-245 130-010 130-273
S4 129-000 129-085 130-205
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
5 132-025 130-275 1-070 0.9% 0-195 0.5% 17% False False 7,494
10 132-055 130-275 1-100 1.0% 0-191 0.5% 15% False False 6,223
20 132-055 130-220 1-155 1.1% 0-174 0.4% 25% False False 3,799
40 133-095 130-015 3-080 2.5% 0-166 0.4% 31% False False 2,101
60 133-095 128-195 4-220 3.6% 0-117 0.3% 52% False False 1,401
80 133-095 128-045 5-050 3.9% 0-088 0.2% 57% False False 1,051
100 133-095 128-045 5-050 3.9% 0-070 0.2% 57% False False 840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-016
2.618 133-256
1.618 133-011
1.000 132-180
0.618 132-086
HIGH 131-255
0.618 131-161
0.500 131-133
0.382 131-104
LOW 131-010
0.618 130-179
1.000 130-085
1.618 129-254
2.618 129-009
4.250 127-249
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 131-133 131-115
PP 131-095 131-083
S1 131-058 131-052

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

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