ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 130-285 131-075 0-110 0.3% 131-205
High 131-100 131-140 0-040 0.1% 131-235
Low 130-215 131-020 0-125 0.3% 130-265
Close 131-090 131-075 -0-015 0.0% 130-305
Range 0-205 0-120 -0-085 -41.5% 0-290
ATR 0-185 0-181 -0-005 -2.5% 0-000
Volume 57,358 213,114 155,756 271.6% 149,957
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-118 132-057 131-141
R3 131-318 131-257 131-108
R2 131-198 131-198 131-097
R1 131-137 131-137 131-086 131-135
PP 131-078 131-078 131-078 131-078
S1 131-017 131-017 131-064 131-015
S2 130-278 130-278 131-053
S3 130-158 130-217 131-042
S4 130-038 130-097 131-009
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
5 131-160 130-215 0-265 0.6% 0-163 0.4% 68% False False 77,366
10 131-290 130-215 1-075 0.9% 0-188 0.4% 46% False False 44,741
20 132-055 130-215 1-160 1.1% 0-189 0.5% 38% False False 25,120
40 133-095 130-215 2-200 2.0% 0-166 0.4% 21% False False 12,959
60 133-095 128-295 4-120 3.3% 0-142 0.3% 53% False False 8,640
80 133-095 128-195 4-220 3.6% 0-107 0.3% 56% False False 6,480
100 133-095 128-045 5-050 3.9% 0-085 0.2% 60% False False 5,184
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 0-039
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 133-010
2.618 132-134
1.618 132-014
1.000 131-260
0.618 131-214
HIGH 131-140
0.618 131-094
0.500 131-080
0.382 131-066
LOW 131-020
0.618 130-266
1.000 130-220
1.618 130-146
2.618 130-026
4.250 129-150
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 131-080 131-056
PP 131-078 131-037
S1 131-077 131-018

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

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