ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Oct-2016
Day Change Summary
Previous Current
25-Oct-2016 26-Oct-2016 Change Change % Previous Week
Open 130-045 130-060 0-015 0.0% 129-255
High 130-100 130-095 -0-005 0.0% 130-155
Low 129-300 129-275 -0-025 -0.1% 129-225
Close 130-055 129-300 -0-075 -0.2% 130-110
Range 0-120 0-140 0-020 16.7% 0-250
ATR 0-141 0-141 0-000 0.0% 0-000
Volume 1,041,362 1,048,754 7,392 0.7% 4,739,858
Daily Pivots for day following 26-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-110 131-025 130-057
R3 130-290 130-205 130-018
R2 130-150 130-150 130-006
R1 130-065 130-065 129-313 130-038
PP 130-010 130-010 130-010 129-316
S1 129-245 129-245 129-287 129-218
S2 129-190 129-190 129-274
S3 129-050 129-105 129-262
S4 128-230 128-285 129-223
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
5 130-155 129-275 0-200 0.5% 0-118 0.3% 12% False True 942,630
10 130-155 129-225 0-250 0.6% 0-125 0.3% 30% False False 998,168
20 131-235 129-170 2-065 1.7% 0-139 0.3% 18% False False 1,081,549
40 131-235 129-170 2-065 1.7% 0-157 0.4% 18% False False 1,093,021
60 132-040 129-170 2-190 2.0% 0-165 0.4% 16% False False 831,033
80 133-095 129-170 3-245 2.9% 0-165 0.4% 11% False False 623,588
100 133-095 129-170 3-245 2.9% 0-156 0.4% 11% False False 498,902
120 133-095 128-195 4-220 3.6% 0-130 0.3% 28% False False 415,752
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-050
2.618 131-142
1.618 131-002
1.000 130-235
0.618 130-182
HIGH 130-095
0.618 130-042
0.500 130-025
0.382 130-008
LOW 129-275
0.618 129-188
1.000 129-135
1.618 129-048
2.618 128-228
4.250 128-000
Fisher Pivots for day following 26-Oct-2016
Pivot 1 day 3 day
R1 130-025 130-055
PP 130-010 130-030
S1 129-315 130-005

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

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