ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 04-Oct-2016
Day Change Summary
Previous Current
03-Oct-2016 04-Oct-2016 Change Change % Previous Week
Open 131-070 130-295 -0-095 -0.2% 131-020
High 131-075 131-010 -0-065 -0.2% 131-235
Low 130-290 130-140 -0-150 -0.4% 131-000
Close 130-305 130-160 -0-145 -0.3% 131-040
Range 0-105 0-190 0-085 81.0% 0-235
ATR 0-165 0-167 0-002 1.1% 0-000
Volume 775,029 1,402,205 627,176 80.9% 5,911,337
Daily Pivots for day following 04-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-140 132-020 130-265
R3 131-270 131-150 130-212
R2 131-080 131-080 130-195
R1 130-280 130-280 130-177 130-245
PP 130-210 130-210 130-210 130-193
S1 130-090 130-090 130-143 130-055
S2 130-020 130-020 130-125
S3 129-150 129-220 130-108
S4 128-280 129-030 130-055
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
5 131-235 130-140 1-095 1.0% 0-153 0.4% 5% False True 1,217,633
10 131-235 130-020 1-215 1.3% 0-151 0.4% 26% False False 1,100,055
20 131-235 129-260 1-295 1.5% 0-165 0.4% 36% False False 1,092,070
40 131-290 129-260 2-030 1.6% 0-176 0.4% 33% False False 830,458
60 132-065 129-260 2-125 1.8% 0-174 0.4% 29% False False 554,470
80 133-095 129-260 3-155 2.7% 0-165 0.4% 20% False False 415,919
100 133-095 128-195 4-220 3.6% 0-135 0.3% 40% False False 332,735
120 133-095 128-045 5-050 4.0% 0-113 0.3% 46% False False 277,279
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-178
2.618 132-187
1.618 131-317
1.000 131-200
0.618 131-127
HIGH 131-010
0.618 130-257
0.500 130-235
0.382 130-213
LOW 130-140
0.618 130-023
1.000 129-270
1.618 129-153
2.618 128-283
4.250 127-292
Fisher Pivots for day following 04-Oct-2016
Pivot 1 day 3 day
R1 130-235 131-028
PP 130-210 130-285
S1 130-185 130-223

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

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