ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 11-Oct-2016
Day Change Summary
Previous Current
10-Oct-2016 11-Oct-2016 Change Change % Previous Week
Open 130-035 129-260 -0-095 -0.2% 131-070
High 130-055 130-010 -0-045 -0.1% 131-075
Low 129-210 129-220 0-010 0.0% 129-230
Close 129-255 129-285 0-030 0.1% 130-020
Range 0-165 0-110 -0-055 -33.3% 1-165
ATR 0-165 0-161 -0-004 -2.4% 0-000
Volume 299,171 1,116,008 816,837 273.0% 6,179,899
Daily Pivots for day following 11-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-288 130-237 130-026
R3 130-178 130-127 129-315
R2 130-068 130-068 129-305
R1 130-017 130-017 129-295 130-043
PP 129-278 129-278 129-278 129-291
S1 129-227 129-227 129-275 129-252
S2 129-168 129-168 129-265
S3 129-058 129-117 129-255
S4 128-268 129-007 129-224
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
5 130-195 129-210 0-305 0.7% 0-149 0.4% 25% False False 1,083,568
10 131-235 129-210 2-025 1.6% 0-151 0.4% 11% False False 1,150,601
20 131-235 129-210 2-025 1.6% 0-153 0.4% 11% False False 1,058,416
40 131-235 129-210 2-025 1.6% 0-170 0.4% 11% False False 964,383
60 132-055 129-210 2-165 1.9% 0-173 0.4% 9% False False 644,707
80 133-095 129-210 3-205 2.8% 0-170 0.4% 6% False False 483,642
100 133-095 128-240 4-175 3.5% 0-143 0.3% 25% False False 386,914
120 133-095 128-045 5-050 4.0% 0-119 0.3% 34% False False 322,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 131-158
2.618 130-298
1.618 130-188
1.000 130-120
0.618 130-078
HIGH 130-010
0.618 129-288
0.500 129-275
0.382 129-262
LOW 129-220
0.618 129-152
1.000 129-110
1.618 129-042
2.618 128-252
4.250 128-072
Fisher Pivots for day following 11-Oct-2016
Pivot 1 day 3 day
R1 129-282 129-300
PP 129-278 129-295
S1 129-275 129-290

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

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