ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 131-090 131-070 -0-020 0.0% 131-205
High 131-125 131-105 -0-020 0.0% 131-235
Low 131-045 131-010 -0-035 -0.1% 130-265
Close 131-080 131-030 -0-050 -0.1% 130-305
Range 0-080 0-095 0-015 18.7% 0-290
ATR 0-173 0-168 -0-006 -3.2% 0-000
Volume 628,470 1,283,739 655,269 104.3% 149,957
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-013 131-277 131-082
R3 131-238 131-182 131-056
R2 131-143 131-143 131-047
R1 131-087 131-087 131-039 131-068
PP 131-048 131-048 131-048 131-039
S1 130-312 130-312 131-021 130-293
S2 130-273 130-273 131-013
S3 130-178 130-217 131-004
S4 130-083 130-122 130-298
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
5 131-140 130-215 0-245 0.6% 0-138 0.3% 55% False False 452,368
10 131-290 130-215 1-075 0.9% 0-166 0.4% 34% False False 234,654
20 132-055 130-215 1-160 1.1% 0-178 0.4% 28% False False 120,438
40 133-095 130-215 2-200 2.0% 0-164 0.4% 16% False False 60,760
60 133-095 129-080 4-015 3.1% 0-145 0.3% 46% False False 40,510
80 133-095 128-195 4-220 3.6% 0-109 0.3% 53% False False 30,382
100 133-095 128-045 5-050 3.9% 0-087 0.2% 57% False False 24,306
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-189
2.618 132-034
1.618 131-259
1.000 131-200
0.618 131-164
HIGH 131-105
0.618 131-069
0.500 131-058
0.382 131-046
LOW 131-010
0.618 130-271
1.000 130-235
1.618 130-176
2.618 130-081
4.250 129-246
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 131-058 131-075
PP 131-048 131-060
S1 131-039 131-045

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

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