ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Oct-2016
Day Change Summary
Previous Current
26-Oct-2016 27-Oct-2016 Change Change % Previous Week
Open 130-060 129-285 -0-095 -0.2% 129-255
High 130-095 129-290 -0-125 -0.3% 130-155
Low 129-275 129-095 -0-180 -0.4% 129-225
Close 129-300 129-165 -0-135 -0.3% 130-110
Range 0-140 0-195 0-055 39.3% 0-250
ATR 0-141 0-145 0-005 3.3% 0-000
Volume 1,048,754 1,582,265 533,511 50.9% 4,739,858
Daily Pivots for day following 27-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-128 131-022 129-272
R3 130-253 130-147 129-219
R2 130-058 130-058 129-201
R1 129-272 129-272 129-183 129-228
PP 129-183 129-183 129-183 129-161
S1 129-077 129-077 129-147 129-032
S2 128-308 128-308 129-129
S3 128-113 128-202 129-111
S4 127-238 128-007 129-058
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
5 130-155 129-095 1-060 0.9% 0-134 0.3% 18% False True 1,045,433
10 130-155 129-095 1-060 0.9% 0-132 0.3% 18% False True 1,043,935
20 131-235 129-095 2-140 1.9% 0-141 0.3% 9% False True 1,102,363
40 131-235 129-095 2-140 1.9% 0-159 0.4% 9% False True 1,100,000
60 132-040 129-095 2-265 2.2% 0-166 0.4% 8% False True 857,367
80 132-295 129-095 3-200 2.8% 0-165 0.4% 6% False True 643,353
100 133-095 129-095 4-000 3.1% 0-158 0.4% 5% False True 514,725
120 133-095 128-195 4-220 3.6% 0-132 0.3% 19% False False 428,937
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 False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 132-159
2.618 131-161
1.618 130-286
1.000 130-165
0.618 130-091
HIGH 129-290
0.618 129-216
0.500 129-193
0.382 129-170
LOW 129-095
0.618 128-294
1.000 128-220
1.618 128-099
2.618 127-224
4.250 126-226
Fisher Pivots for day following 27-Oct-2016
Pivot 1 day 3 day
R1 129-193 129-258
PP 129-183 129-227
S1 129-174 129-196

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.