ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Oct-2016
Day Change Summary
Previous Current
30-Sep-2016 03-Oct-2016 Change Change % Previous Week
Open 131-160 131-070 -0-090 -0.2% 131-020
High 131-235 131-075 -0-160 -0.4% 131-235
Low 131-020 130-290 -0-050 -0.1% 131-000
Close 131-040 130-305 -0-055 -0.1% 131-040
Range 0-215 0-105 -0-110 -51.2% 0-235
ATR 0-170 0-165 -0-005 -2.7% 0-000
Volume 1,671,048 775,029 -896,019 -53.6% 5,911,337
Daily Pivots for day following 03-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-005 131-260 131-043
R3 131-220 131-155 131-014
R2 131-115 131-115 131-004
R1 131-050 131-050 130-315 131-030
PP 131-010 131-010 131-010 131-000
S1 130-265 130-265 130-295 130-245
S2 130-225 130-225 130-286
S3 130-120 130-160 130-276
S4 130-015 130-055 130-247
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
5 131-235 130-290 0-265 0.6% 0-149 0.4% 6% False True 1,171,637
10 131-235 130-020 1-215 1.3% 0-145 0.3% 53% False False 1,038,537
20 131-235 129-260 1-295 1.5% 0-169 0.4% 59% False False 1,081,265
40 131-290 129-260 2-030 1.6% 0-174 0.4% 54% False False 795,494
60 132-255 129-260 2-315 2.3% 0-174 0.4% 38% False False 531,114
80 133-095 129-260 3-155 2.7% 0-165 0.4% 33% False False 398,391
100 133-095 128-195 4-220 3.6% 0-133 0.3% 50% False False 318,713
120 133-095 128-045 5-050 3.9% 0-111 0.3% 55% False False 265,594
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-201
2.618 132-030
1.618 131-245
1.000 131-180
0.618 131-140
HIGH 131-075
0.618 131-035
0.500 131-023
0.382 131-010
LOW 130-290
0.618 130-225
1.000 130-185
1.618 130-120
2.618 130-015
4.250 129-164
Fisher Pivots for day following 03-Oct-2016
Pivot 1 day 3 day
R1 131-023 131-103
PP 131-010 131-063
S1 130-317 131-024

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

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