ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 131-020 131-205 0-185 0.4% 131-005
High 131-290 131-235 -0-055 -0.1% 131-290
Low 131-020 131-070 0-050 0.1% 130-275
Close 131-180 131-085 -0-095 -0.2% 131-180
Range 0-270 0-165 -0-105 -38.9% 1-015
ATR 0-187 0-185 -0-002 -0.8% 0-000
Volume 13,904 18,086 4,182 30.1% 46,415
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-305 132-200 131-176
R3 132-140 132-035 131-130
R2 131-295 131-295 131-115
R1 131-190 131-190 131-100 131-160
PP 131-130 131-130 131-130 131-115
S1 131-025 131-025 131-070 130-315
S2 130-285 130-285 131-055
S3 130-120 130-180 131-040
S4 129-275 130-015 130-314
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
5 131-290 130-295 0-315 0.7% 0-196 0.5% 35% False False 12,174
10 132-040 130-275 1-085 1.0% 0-187 0.4% 32% False False 8,954
20 132-055 130-220 1-155 1.1% 0-178 0.4% 39% False False 5,355
40 133-095 130-015 3-080 2.5% 0-169 0.4% 37% False False 2,901
60 133-095 128-240 4-175 3.5% 0-125 0.3% 55% False False 1,934
80 133-095 128-045 5-050 3.9% 0-093 0.2% 61% False False 1,451
100 133-095 128-045 5-050 3.9% 0-075 0.2% 61% False False 1,160
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-296
2.618 133-027
1.618 132-182
1.000 132-080
0.618 132-017
HIGH 131-235
0.618 131-172
0.500 131-153
0.382 131-133
LOW 131-070
0.618 130-288
1.000 130-225
1.618 130-123
2.618 129-278
4.250 129-009
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 131-153 131-150
PP 131-130 131-128
S1 131-107 131-107

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

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