ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Oct-2016
Day Change Summary
Previous Current
24-Oct-2016 25-Oct-2016 Change Change % Previous Week
Open 130-115 130-045 -0-070 -0.2% 129-255
High 130-155 130-100 -0-055 -0.1% 130-155
Low 130-025 129-300 -0-045 -0.1% 129-225
Close 130-055 130-055 0-000 0.0% 130-110
Range 0-130 0-120 -0-010 -7.7% 0-250
ATR 0-142 0-141 -0-002 -1.1% 0-000
Volume 807,829 1,041,362 233,533 28.9% 4,739,858
Daily Pivots for day following 25-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-085 131-030 130-121
R3 130-285 130-230 130-088
R2 130-165 130-165 130-077
R1 130-110 130-110 130-066 130-138
PP 130-045 130-045 130-045 130-059
S1 129-310 129-310 130-044 130-018
S2 129-245 129-245 130-033
S3 129-125 129-190 130-022
S4 129-005 129-070 129-309
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
5 130-155 129-300 0-175 0.4% 0-111 0.3% 43% False True 926,914
10 130-155 129-170 0-305 0.7% 0-123 0.3% 67% False False 1,015,012
20 131-235 129-170 2-065 1.7% 0-137 0.3% 29% False False 1,082,806
40 131-235 129-170 2-065 1.7% 0-156 0.4% 29% False False 1,090,781
60 132-040 129-170 2-190 2.0% 0-165 0.4% 25% False False 813,583
80 133-095 129-170 3-245 2.9% 0-165 0.4% 17% False False 610,485
100 133-095 129-170 3-245 2.9% 0-155 0.4% 17% False False 488,415
120 133-095 128-195 4-220 3.6% 0-129 0.3% 33% False False 407,012
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-290
2.618 131-094
1.618 130-294
1.000 130-220
0.618 130-174
HIGH 130-100
0.618 130-054
0.500 130-040
0.382 130-026
LOW 129-300
0.618 129-226
1.000 129-180
1.618 129-106
2.618 128-306
4.250 128-110
Fisher Pivots for day following 25-Oct-2016
Pivot 1 day 3 day
R1 130-050 130-068
PP 130-045 130-063
S1 130-040 130-059

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

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