ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 24-Oct-2016
Day Change Summary
Previous Current
21-Oct-2016 24-Oct-2016 Change Change % Previous Week
Open 130-060 130-115 0-055 0.1% 129-255
High 130-130 130-155 0-025 0.1% 130-155
Low 130-045 130-025 -0-020 0.0% 129-225
Close 130-110 130-055 -0-055 -0.1% 130-110
Range 0-085 0-130 0-045 52.9% 0-250
ATR 0-143 0-142 -0-001 -0.7% 0-000
Volume 746,958 807,829 60,871 8.1% 4,739,858
Daily Pivots for day following 24-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-148 131-072 130-127
R3 131-018 130-262 130-091
R2 130-208 130-208 130-079
R1 130-132 130-132 130-067 130-105
PP 130-078 130-078 130-078 130-065
S1 130-002 130-002 130-043 129-295
S2 129-268 129-268 130-031
S3 129-138 129-192 130-019
S4 129-008 129-062 129-303
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
5 130-155 129-315 0-160 0.4% 0-111 0.3% 38% True False 941,846
10 130-155 129-170 0-305 0.7% 0-122 0.3% 67% True False 1,022,477
20 131-235 129-170 2-065 1.7% 0-139 0.3% 29% False False 1,089,349
40 131-235 129-170 2-065 1.7% 0-159 0.4% 29% False False 1,095,674
60 132-050 129-170 2-200 2.0% 0-166 0.4% 24% False False 796,266
80 133-095 129-170 3-245 2.9% 0-164 0.4% 17% False False 597,499
100 133-095 129-170 3-245 2.9% 0-154 0.4% 17% False False 478,001
120 133-095 128-195 4-220 3.6% 0-128 0.3% 33% False False 398,334
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-068
2.618 131-175
1.618 131-045
1.000 130-285
0.618 130-235
HIGH 130-155
0.618 130-105
0.500 130-090
0.382 130-075
LOW 130-025
0.618 129-265
1.000 129-215
1.618 129-135
2.618 129-005
4.250 128-112
Fisher Pivots for day following 24-Oct-2016
Pivot 1 day 3 day
R1 130-090 130-090
PP 130-078 130-078
S1 130-067 130-067

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

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