ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Oct-2016
Day Change Summary
Previous Current
20-Oct-2016 21-Oct-2016 Change Change % Previous Week
Open 130-100 130-060 -0-040 -0.1% 129-255
High 130-155 130-130 -0-025 -0.1% 130-155
Low 130-040 130-045 0-005 0.0% 129-225
Close 130-090 130-110 0-020 0.0% 130-110
Range 0-115 0-085 -0-030 -26.1% 0-250
ATR 0-148 0-143 -0-004 -3.0% 0-000
Volume 1,068,248 746,958 -321,290 -30.1% 4,739,858
Daily Pivots for day following 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-030 130-315 130-157
R3 130-265 130-230 130-133
R2 130-180 130-180 130-126
R1 130-145 130-145 130-118 130-163
PP 130-095 130-095 130-095 130-104
S1 130-060 130-060 130-102 130-078
S2 130-010 130-010 130-094
S3 129-245 129-295 130-087
S4 129-160 129-210 130-063
Weekly Pivots for week ending 21-Oct-2016
Classic Woodie Camarilla DeMark
R4 132-167 132-068 130-248
R3 131-237 131-138 130-179
R2 130-307 130-307 130-156
R1 130-208 130-208 130-133 130-258
PP 130-057 130-057 130-057 130-081
S1 129-278 129-278 130-087 130-008
S2 129-127 129-127 130-064
S3 128-197 129-028 130-041
S4 127-267 128-098 129-293
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-155 129-225 0-250 0.6% 0-117 0.3% 82% False False 947,971
10 130-155 129-170 0-305 0.7% 0-125 0.3% 85% False False 971,611
20 131-235 129-170 2-065 1.7% 0-140 0.3% 37% False False 1,090,367
40 131-235 129-170 2-065 1.7% 0-164 0.4% 37% False False 1,114,042
60 132-055 129-170 2-205 2.0% 0-169 0.4% 31% False False 782,841
80 133-095 129-170 3-245 2.9% 0-164 0.4% 22% False False 587,401
100 133-095 129-080 4-015 3.1% 0-153 0.4% 27% False False 469,923
120 133-095 128-195 4-220 3.6% 0-127 0.3% 37% False False 391,602
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 131-171
2.618 131-033
1.618 130-268
1.000 130-215
0.618 130-183
HIGH 130-130
0.618 130-098
0.500 130-088
0.382 130-077
LOW 130-045
0.618 129-312
1.000 129-280
1.618 129-227
2.618 129-142
4.250 129-004
Fisher Pivots for day following 21-Oct-2016
Pivot 1 day 3 day
R1 130-103 130-106
PP 130-095 130-102
S1 130-088 130-098

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

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