ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 131-020 131-080 0-060 0.1% 131-005
High 131-120 131-160 0-040 0.1% 131-290
Low 130-270 131-030 0-080 0.2% 130-275
Close 131-040 131-125 0-085 0.2% 131-180
Range 0-170 0-130 -0-040 -23.5% 1-015
ATR 0-187 0-183 -0-004 -2.2% 0-000
Volume 25,959 11,241 -14,718 -56.7% 46,415
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-175 132-120 131-196
R3 132-045 131-310 131-161
R2 131-235 131-235 131-149
R1 131-180 131-180 131-137 131-207
PP 131-105 131-105 131-105 131-119
S1 131-050 131-050 131-113 131-078
S2 130-295 130-295 131-101
S3 130-165 130-240 131-089
S4 130-035 130-110 131-054
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
5 131-290 130-270 1-020 0.8% 0-194 0.5% 51% False False 16,940
10 132-025 130-270 1-075 0.9% 0-194 0.5% 44% False False 12,217
20 132-055 130-270 1-105 1.0% 0-184 0.4% 41% False False 7,870
40 133-095 130-015 3-080 2.5% 0-183 0.4% 41% False False 4,219
60 133-095 128-240 4-175 3.5% 0-133 0.3% 58% False False 2,813
80 133-095 128-195 4-220 3.6% 0-100 0.2% 59% False False 2,109
100 133-095 128-045 5-050 3.9% 0-080 0.2% 63% False False 1,687
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-033
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 133-072
2.618 132-180
1.618 132-050
1.000 131-290
0.618 131-240
HIGH 131-160
0.618 131-110
0.500 131-095
0.382 131-080
LOW 131-030
0.618 130-270
1.000 130-220
1.618 130-140
2.618 130-010
4.250 129-118
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 131-115 131-108
PP 131-105 131-092
S1 131-095 131-075

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

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