ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Oct-2016
Day Change Summary
Previous Current
05-Oct-2016 06-Oct-2016 Change Change % Previous Week
Open 130-150 130-075 -0-075 -0.2% 131-020
High 130-195 130-125 -0-070 -0.2% 131-235
Low 130-030 129-300 -0-050 -0.1% 131-000
Close 130-070 129-305 -0-085 -0.2% 131-040
Range 0-165 0-145 -0-020 -12.1% 0-235
ATR 0-167 0-165 -0-002 -0.9% 0-000
Volume 1,209,515 1,299,055 89,540 7.4% 5,911,337
Daily Pivots for day following 06-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-145 131-050 130-065
R3 131-000 130-225 130-025
R2 130-175 130-175 130-012
R1 130-080 130-080 129-318 130-055
PP 130-030 130-030 130-030 130-017
S1 129-255 129-255 129-292 129-230
S2 129-205 129-205 129-278
S3 129-060 129-110 129-265
S4 128-235 128-285 129-225
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
5 131-235 129-300 1-255 1.4% 0-164 0.4% 1% False True 1,271,370
10 131-235 129-300 1-255 1.4% 0-146 0.4% 1% False True 1,131,691
20 131-235 129-260 1-295 1.5% 0-164 0.4% 7% False False 1,108,875
40 131-290 129-260 2-030 1.6% 0-176 0.4% 7% False False 892,640
60 132-055 129-260 2-115 1.8% 0-175 0.4% 6% False False 596,240
80 133-095 129-260 3-155 2.7% 0-168 0.4% 4% False False 447,276
100 133-095 128-195 4-220 3.6% 0-138 0.3% 29% False False 357,821
120 133-095 128-045 5-050 4.0% 0-115 0.3% 35% False False 298,184
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 0-042
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-101
2.618 131-185
1.618 131-040
1.000 130-270
0.618 130-215
HIGH 130-125
0.618 130-070
0.500 130-052
0.382 130-035
LOW 129-300
0.618 129-210
1.000 129-155
1.618 129-065
2.618 128-240
4.250 128-004
Fisher Pivots for day following 06-Oct-2016
Pivot 1 day 3 day
R1 130-052 130-155
PP 130-030 130-098
S1 130-007 130-042

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

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