ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 131-255 131-020 -0-235 -0.6% 131-005
High 131-255 131-290 0-035 0.1% 131-290
Low 131-010 131-020 0-010 0.0% 130-275
Close 131-020 131-180 0-160 0.4% 131-180
Range 0-245 0-270 0-025 10.2% 1-015
ATR 0-180 0-187 0-006 3.5% 0-000
Volume 7,572 13,904 6,332 83.6% 46,415
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-013 133-207 132-009
R3 133-063 132-257 131-254
R2 132-113 132-113 131-230
R1 131-307 131-307 131-205 132-050
PP 131-163 131-163 131-163 131-195
S1 131-037 131-037 131-155 131-100
S2 130-213 130-213 131-130
S3 129-263 130-087 131-106
S4 128-313 129-137 131-031
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-187 134-038 132-044
R3 133-172 133-023 131-272
R2 132-157 132-157 131-241
R1 132-008 132-008 131-211 132-083
PP 131-142 131-142 131-142 131-179
S1 130-313 130-313 131-149 131-068
S2 130-127 130-127 131-119
S3 129-112 129-298 131-088
S4 128-097 128-283 130-316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-290 130-275 1-015 0.8% 0-186 0.4% 67% True False 9,283
10 132-050 130-275 1-095 1.0% 0-186 0.4% 54% False False 7,381
20 132-055 130-220 1-155 1.1% 0-177 0.4% 59% False False 4,474
40 133-095 130-015 3-080 2.5% 0-171 0.4% 47% False False 2,449
60 133-095 128-240 4-175 3.5% 0-122 0.3% 62% False False 1,633
80 133-095 128-045 5-050 3.9% 0-091 0.2% 66% False False 1,224
100 133-095 128-045 5-050 3.9% 0-073 0.2% 66% False False 979
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 0-016
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-158
2.618 134-037
1.618 133-087
1.000 132-240
0.618 132-137
HIGH 131-290
0.618 131-187
0.500 131-155
0.382 131-123
LOW 131-020
0.618 130-173
1.000 130-070
1.618 129-223
2.618 128-273
4.250 127-152
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 131-172 131-170
PP 131-163 131-160
S1 131-155 131-150

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

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