ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Sep-2016
Day Change Summary
Previous Current
29-Sep-2016 30-Sep-2016 Change Change % Previous Week
Open 131-120 131-160 0-040 0.1% 131-020
High 131-215 131-235 0-020 0.0% 131-235
Low 131-055 131-020 -0-035 -0.1% 131-000
Close 131-175 131-040 -0-135 -0.3% 131-040
Range 0-160 0-215 0-055 34.4% 0-235
ATR 0-166 0-170 0-003 2.1% 0-000
Volume 1,165,988 1,671,048 505,060 43.3% 5,911,337
Daily Pivots for day following 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-103 132-287 131-158
R3 132-208 132-072 131-099
R2 131-313 131-313 131-079
R1 131-177 131-177 131-060 131-138
PP 131-098 131-098 131-098 131-079
S1 130-282 130-282 131-020 130-242
S2 130-203 130-203 131-001
S3 129-308 130-067 130-301
S4 129-093 129-172 130-242
Weekly Pivots for week ending 30-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-157 133-013 131-169
R3 132-242 132-098 131-105
R2 132-007 132-007 131-083
R1 131-183 131-183 131-062 131-255
PP 131-092 131-092 131-092 131-128
S1 130-268 130-268 131-018 131-020
S2 130-177 130-177 130-317
S3 129-262 130-033 130-295
S4 129-027 129-118 130-231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 131-000 0-235 0.6% 0-157 0.4% 17% True False 1,182,267
10 131-235 130-020 1-215 1.3% 0-146 0.3% 64% True False 1,018,749
20 131-235 129-260 1-295 1.5% 0-178 0.4% 68% True False 1,111,485
40 132-025 129-260 2-085 1.7% 0-179 0.4% 58% False False 776,242
60 132-295 129-260 3-035 2.4% 0-176 0.4% 42% False False 518,200
80 133-095 129-260 3-155 2.7% 0-164 0.4% 38% False False 388,703
100 133-095 128-195 4-220 3.6% 0-132 0.3% 54% False False 310,963
120 133-095 128-045 5-050 3.9% 0-110 0.3% 58% False False 259,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-189
2.618 133-158
1.618 132-263
1.000 132-130
0.618 132-048
HIGH 131-235
0.618 131-153
0.500 131-128
0.382 131-102
LOW 131-020
0.618 130-207
1.000 130-125
1.618 129-312
2.618 129-097
4.250 128-066
Fisher Pivots for day following 30-Sep-2016
Pivot 1 day 3 day
R1 131-128 131-128
PP 131-098 131-098
S1 131-069 131-069

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

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