ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 130-110 130-175 0-065 0.2% 130-095
High 130-270 130-265 -0-005 0.0% 130-270
Low 130-035 130-120 0-085 0.2% 129-260
Close 130-145 130-130 -0-015 0.0% 130-130
Range 0-235 0-145 -0-090 -38.3% 1-010
ATR 0-195 0-191 -0-004 -1.8% 0-000
Volume 1,392,491 936,587 -455,904 -32.7% 6,024,964
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-287 131-193 130-210
R3 131-142 131-048 130-170
R2 130-317 130-317 130-157
R1 130-223 130-223 130-143 130-198
PP 130-172 130-172 130-172 130-159
S1 130-078 130-078 130-117 130-053
S2 130-027 130-027 130-103
S3 129-202 129-253 130-090
S4 129-057 129-108 130-050
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-143 132-307 130-312
R3 132-133 131-297 130-221
R2 131-123 131-123 130-191
R1 130-287 130-287 130-160 131-045
PP 130-113 130-113 130-113 130-153
S1 129-277 129-277 130-100 130-035
S2 129-103 129-103 130-070
S3 128-093 128-267 130-039
S4 127-083 127-257 129-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 129-260 1-010 0.8% 0-202 0.5% 58% False False 1,204,992
10 131-180 129-260 1-240 1.3% 0-209 0.5% 34% False False 1,204,221
20 131-180 129-260 1-240 1.3% 0-188 0.5% 34% False False 1,037,001
40 132-055 129-260 2-115 1.8% 0-186 0.4% 25% False False 522,435
60 133-095 129-260 3-155 2.7% 0-184 0.4% 17% False False 348,480
80 133-095 128-240 4-175 3.5% 0-147 0.4% 36% False False 261,360
100 133-095 128-195 4-220 3.6% 0-118 0.3% 38% False False 209,088
120 133-095 128-045 5-050 4.0% 0-098 0.2% 44% False False 174,240
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-241
2.618 132-005
1.618 131-180
1.000 131-090
0.618 131-035
HIGH 130-265
0.618 130-210
0.500 130-192
0.382 130-175
LOW 130-120
0.618 130-030
1.000 129-295
1.618 129-205
2.618 129-060
4.250 128-144
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 130-192 130-128
PP 130-172 130-127
S1 130-151 130-125

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

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