ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Oct-2016
Day Change Summary
Previous Current
18-Oct-2016 19-Oct-2016 Change Change % Previous Week
Open 130-045 130-115 0-070 0.2% 130-035
High 130-115 130-145 0-030 0.1% 130-085
Low 129-315 130-040 0-045 0.1% 129-170
Close 130-095 130-085 -0-010 0.0% 129-275
Range 0-120 0-105 -0-015 -12.5% 0-235
ATR 0-154 0-150 -0-003 -2.3% 0-000
Volume 1,116,022 970,174 -145,848 -13.1% 4,976,254
Daily Pivots for day following 19-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-085 131-030 130-143
R3 130-300 130-245 130-114
R2 130-195 130-195 130-104
R1 130-140 130-140 130-095 130-115
PP 130-090 130-090 130-090 130-077
S1 130-035 130-035 130-075 130-010
S2 129-305 129-305 130-066
S3 129-200 129-250 130-056
S4 129-095 129-145 130-027
Weekly Pivots for week ending 14-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-028 131-227 130-084
R3 131-113 130-312 130-020
R2 130-198 130-198 129-318
R1 130-077 130-077 129-297 130-020
PP 129-283 129-283 129-283 129-255
S1 129-162 129-162 129-253 129-105
S2 129-048 129-048 129-232
S3 128-133 128-247 129-210
S4 127-218 128-012 129-146
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-145 129-225 0-240 0.6% 0-131 0.3% 75% True False 1,053,706
10 130-145 129-170 0-295 0.7% 0-136 0.3% 80% True False 1,069,405
20 131-235 129-170 2-065 1.7% 0-141 0.3% 33% False False 1,089,450
40 131-235 129-170 2-065 1.7% 0-163 0.4% 33% False False 1,116,467
60 132-055 129-170 2-205 2.0% 0-172 0.4% 28% False False 752,685
80 133-095 129-170 3-245 2.9% 0-164 0.4% 20% False False 564,713
100 133-095 128-295 4-120 3.4% 0-151 0.4% 31% False False 451,771
120 133-095 128-195 4-220 3.6% 0-125 0.3% 35% False False 376,476
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-034
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 131-271
2.618 131-100
1.618 130-315
1.000 130-250
0.618 130-210
HIGH 130-145
0.618 130-105
0.500 130-092
0.382 130-080
LOW 130-040
0.618 129-295
1.000 129-255
1.618 129-190
2.618 129-085
4.250 128-234
Fisher Pivots for day following 19-Oct-2016
Pivot 1 day 3 day
R1 130-092 130-065
PP 130-090 130-045
S1 130-087 130-025

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

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