ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Aug-2016
Day Change Summary
Previous Current
15-Aug-2016 16-Aug-2016 Change Change % Previous Week
Open 131-205 131-125 -0-080 -0.2% 131-005
High 131-235 131-200 -0-035 -0.1% 131-290
Low 131-070 130-285 -0-105 -0.3% 130-275
Close 131-085 131-005 -0-080 -0.2% 131-180
Range 0-165 0-235 0-070 42.4% 1-015
ATR 0-185 0-189 0-004 1.9% 0-000
Volume 18,086 15,511 -2,575 -14.2% 46,415
Daily Pivots for day following 16-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-122 132-298 131-134
R3 132-207 132-063 131-070
R2 131-292 131-292 131-048
R1 131-148 131-148 131-027 131-102
PP 131-057 131-057 131-057 131-034
S1 130-233 130-233 130-303 130-187
S2 130-142 130-142 130-282
S3 129-227 129-318 130-260
S4 128-312 129-083 130-196
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
5 131-290 130-285 1-005 0.8% 0-212 0.5% 12% False True 12,117
10 132-040 130-275 1-085 1.0% 0-194 0.5% 12% False False 10,330
20 132-055 130-220 1-155 1.1% 0-187 0.4% 22% False False 6,099
40 133-095 130-015 3-080 2.5% 0-175 0.4% 30% False False 3,289
60 133-095 128-240 4-175 3.5% 0-129 0.3% 50% False False 2,193
80 133-095 128-045 5-050 3.9% 0-096 0.2% 56% False False 1,644
100 133-095 128-045 5-050 3.9% 0-077 0.2% 56% False False 1,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-239
2.618 133-175
1.618 132-260
1.000 132-115
0.618 132-025
HIGH 131-200
0.618 131-110
0.500 131-082
0.382 131-055
LOW 130-285
0.618 130-140
1.000 130-050
1.618 129-225
2.618 128-310
4.250 127-246
Fisher Pivots for day following 16-Aug-2016
Pivot 1 day 3 day
R1 131-082 131-128
PP 131-057 131-087
S1 131-031 131-046

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

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