ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Sep-2016
Day Change Summary
Previous Current
28-Sep-2016 29-Sep-2016 Change Change % Previous Week
Open 131-165 131-120 -0-045 -0.1% 130-170
High 131-200 131-215 0-015 0.0% 131-030
Low 131-105 131-055 -0-050 -0.1% 130-020
Close 131-140 131-175 0-035 0.1% 131-010
Range 0-095 0-160 0-065 68.4% 1-010
ATR 0-167 0-166 0-000 -0.3% 0-000
Volume 1,073,897 1,165,988 92,091 8.6% 4,276,158
Daily Pivots for day following 29-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-308 132-242 131-263
R3 132-148 132-082 131-219
R2 131-308 131-308 131-204
R1 131-242 131-242 131-190 131-275
PP 131-148 131-148 131-148 131-165
S1 131-082 131-082 131-160 131-115
S2 130-308 130-308 131-146
S3 130-148 130-242 131-131
S4 129-308 130-082 131-087
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-263 133-147 131-192
R3 132-253 132-137 131-101
R2 131-243 131-243 131-071
R1 131-127 131-127 131-040 131-185
PP 130-233 130-233 130-233 130-263
S1 130-117 130-117 130-300 130-175
S2 129-223 129-223 130-270
S3 128-213 129-107 130-239
S4 127-203 128-097 130-149
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-215 130-275 0-260 0.6% 0-128 0.3% 85% True False 992,012
10 131-215 130-020 1-195 1.2% 0-139 0.3% 92% True False 945,303
20 131-215 129-260 1-275 1.4% 0-177 0.4% 93% True False 1,097,638
40 132-040 129-260 2-100 1.8% 0-179 0.4% 75% False False 734,869
60 132-295 129-260 3-035 2.4% 0-173 0.4% 56% False False 490,349
80 133-095 129-260 3-155 2.6% 0-163 0.4% 50% False False 367,815
100 133-095 128-195 4-220 3.6% 0-130 0.3% 63% False False 294,252
120 133-095 128-045 5-050 3.9% 0-109 0.3% 66% False False 245,210
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-255
2.618 132-314
1.618 132-154
1.000 132-055
0.618 131-314
HIGH 131-215
0.618 131-154
0.500 131-135
0.382 131-116
LOW 131-055
0.618 130-276
1.000 130-215
1.618 130-116
2.618 129-276
4.250 129-015
Fisher Pivots for day following 29-Sep-2016
Pivot 1 day 3 day
R1 131-162 131-160
PP 131-148 131-145
S1 131-135 131-130

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

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