ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 10-Oct-2016
Day Change Summary
Previous Current
07-Oct-2016 10-Oct-2016 Change Change % Previous Week
Open 130-000 130-035 0-035 0.1% 131-070
High 130-070 130-055 -0-015 0.0% 131-075
Low 129-230 129-210 -0-020 0.0% 129-230
Close 130-020 129-255 -0-085 -0.2% 130-020
Range 0-160 0-165 0-005 3.1% 1-165
ATR 0-165 0-165 0-000 0.0% 0-000
Volume 1,494,095 299,171 -1,194,924 -80.0% 6,179,899
Daily Pivots for day following 10-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-135 131-040 130-026
R3 130-290 130-195 129-300
R2 130-125 130-125 129-285
R1 130-030 130-030 129-270 129-315
PP 129-280 129-280 129-280 129-263
S1 129-185 129-185 129-240 129-150
S2 129-115 129-115 129-225
S3 128-270 129-020 129-210
S4 128-105 128-175 129-164
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 134-283 133-317 130-287
R3 133-118 132-152 130-153
R2 131-273 131-273 130-109
R1 130-307 130-307 130-064 130-208
PP 130-108 130-108 130-108 130-059
S1 129-142 129-142 129-296 129-043
S2 128-263 128-263 129-251
S3 127-098 127-297 129-207
S4 125-253 126-132 129-073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-010 129-210 1-120 1.1% 0-165 0.4% 10% False True 1,140,808
10 131-235 129-210 2-025 1.6% 0-157 0.4% 7% False True 1,156,222
20 131-235 129-210 2-025 1.6% 0-163 0.4% 7% False True 1,074,646
40 131-235 129-210 2-025 1.6% 0-171 0.4% 7% False True 936,934
60 132-055 129-210 2-165 1.9% 0-173 0.4% 6% False True 626,114
80 133-095 129-210 3-205 2.8% 0-171 0.4% 4% False True 469,692
100 133-095 128-240 4-175 3.5% 0-142 0.3% 23% False False 375,753
120 133-095 128-045 5-050 4.0% 0-118 0.3% 32% False False 313,128
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 0-047
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-116
2.618 131-167
1.618 131-002
1.000 130-220
0.618 130-157
HIGH 130-055
0.618 129-312
0.500 129-293
0.382 129-273
LOW 129-210
0.618 129-108
1.000 129-045
1.618 128-263
2.618 128-098
4.250 127-149
Fisher Pivots for day following 10-Oct-2016
Pivot 1 day 3 day
R1 129-293 130-008
PP 129-280 129-303
S1 129-268 129-279

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

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