ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 131-110 130-285 -0-145 -0.3% 131-205
High 131-135 131-100 -0-035 -0.1% 131-235
Low 130-265 130-215 -0-050 -0.1% 130-265
Close 130-305 131-090 0-105 0.3% 130-305
Range 0-190 0-205 0-015 7.9% 0-290
ATR 0-184 0-185 0-002 0.8% 0-000
Volume 79,160 57,358 -21,802 -27.5% 149,957
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-003 132-252 131-203
R3 132-118 132-047 131-146
R2 131-233 131-233 131-128
R1 131-162 131-162 131-109 131-198
PP 131-028 131-028 131-028 131-046
S1 130-277 130-277 131-071 130-313
S2 130-143 130-143 131-052
S3 129-258 130-072 131-034
S4 129-053 129-187 130-297
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-285 133-105 131-145
R3 132-315 132-135 131-065
R2 132-025 132-025 131-038
R1 131-165 131-165 131-012 131-110
PP 131-055 131-055 131-055 131-027
S1 130-195 130-195 130-278 130-140
S2 130-085 130-085 130-252
S3 129-115 129-225 130-225
S4 128-145 128-255 130-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-200 130-215 0-305 0.7% 0-186 0.4% 64% False True 37,845
10 131-290 130-215 1-075 0.9% 0-191 0.5% 49% False True 25,010
20 132-055 130-215 1-160 1.1% 0-190 0.5% 41% False True 14,552
40 133-095 130-215 2-200 2.0% 0-163 0.4% 23% False True 7,631
60 133-095 128-295 4-120 3.3% 0-140 0.3% 54% False False 5,088
80 133-095 128-195 4-220 3.6% 0-105 0.3% 57% False False 3,816
100 133-095 128-045 5-050 3.9% 0-084 0.2% 61% False False 3,053
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-035
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-011
2.618 132-317
1.618 132-112
1.000 131-305
0.618 131-227
HIGH 131-100
0.618 131-022
0.500 130-318
0.382 130-293
LOW 130-215
0.618 130-088
1.000 130-010
1.618 129-203
2.618 128-318
4.250 127-304
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 131-059 131-069
PP 131-028 131-048
S1 130-318 131-028

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

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