ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Oct-2016
Day Change Summary
Previous Current
04-Oct-2016 05-Oct-2016 Change Change % Previous Week
Open 130-295 130-150 -0-145 -0.3% 131-020
High 131-010 130-195 -0-135 -0.3% 131-235
Low 130-140 130-030 -0-110 -0.3% 131-000
Close 130-160 130-070 -0-090 -0.2% 131-040
Range 0-190 0-165 -0-025 -13.2% 0-235
ATR 0-167 0-167 0-000 -0.1% 0-000
Volume 1,402,205 1,209,515 -192,690 -13.7% 5,911,337
Daily Pivots for day following 05-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-273 131-177 130-161
R3 131-108 131-012 130-115
R2 130-263 130-263 130-100
R1 130-167 130-167 130-085 130-133
PP 130-098 130-098 130-098 130-081
S1 130-002 130-002 130-055 129-288
S2 129-253 129-253 130-040
S3 129-088 129-157 130-025
S4 128-243 128-312 129-299
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
5 131-235 130-030 1-205 1.3% 0-167 0.4% 8% False True 1,244,757
10 131-235 130-030 1-205 1.3% 0-146 0.3% 8% False True 1,109,495
20 131-235 129-260 1-295 1.5% 0-169 0.4% 21% False False 1,106,722
40 131-290 129-260 2-030 1.6% 0-176 0.4% 19% False False 860,301
60 132-055 129-260 2-115 1.8% 0-174 0.4% 17% False False 574,589
80 133-095 129-260 3-155 2.7% 0-167 0.4% 12% False False 431,038
100 133-095 128-195 4-220 3.6% 0-137 0.3% 34% False False 344,830
120 133-095 128-045 5-050 4.0% 0-114 0.3% 40% False False 287,358
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-256
2.618 131-307
1.618 131-142
1.000 131-040
0.618 130-297
HIGH 130-195
0.618 130-132
0.500 130-113
0.382 130-093
LOW 130-030
0.618 129-248
1.000 129-185
1.618 129-083
2.618 128-238
4.250 127-289
Fisher Pivots for day following 05-Oct-2016
Pivot 1 day 3 day
R1 130-113 130-213
PP 130-098 130-165
S1 130-084 130-118

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

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