ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Nov-2016
Day Change Summary
Previous Current
01-Nov-2016 02-Nov-2016 Change Change % Previous Week
Open 129-215 129-235 0-020 0.0% 130-115
High 129-290 130-085 0-115 0.3% 130-155
Low 129-085 129-230 0-145 0.4% 129-065
Close 129-255 130-010 0-075 0.2% 129-175
Range 0-205 0-175 -0-030 -14.7% 1-090
ATR 0-145 0-147 0-002 1.5% 0-000
Volume 1,469,591 1,480,569 10,978 0.7% 5,870,689
Daily Pivots for day following 02-Nov-2016
Classic Woodie Camarilla DeMark
R4 131-207 131-123 130-106
R3 131-032 130-268 130-058
R2 130-177 130-177 130-042
R1 130-093 130-093 130-026 130-135
PP 130-002 130-002 130-002 130-023
S1 129-238 129-238 129-314 129-280
S2 129-147 129-147 129-298
S3 128-292 129-063 129-282
S4 128-117 128-208 129-234
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 133-188 132-272 130-081
R3 132-098 131-182 129-288
R2 131-008 131-008 129-250
R1 130-092 130-092 129-213 130-005
PP 129-238 129-238 129-238 129-195
S1 129-002 129-002 129-137 128-235
S2 128-148 128-148 129-100
S3 127-058 127-232 129-062
S4 125-288 126-142 128-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-085 129-065 1-020 0.8% 0-160 0.4% 78% True False 1,402,021
10 130-155 129-065 1-090 1.0% 0-139 0.3% 65% False False 1,172,325
20 130-155 129-065 1-090 1.0% 0-137 0.3% 65% False False 1,120,865
40 131-235 129-065 2-170 1.9% 0-153 0.4% 33% False False 1,113,794
60 131-290 129-065 2-225 2.1% 0-163 0.4% 31% False False 947,156
80 132-055 129-065 2-310 2.3% 0-165 0.4% 28% False False 711,158
100 133-095 129-065 4-030 3.1% 0-161 0.4% 20% False False 569,003
120 133-095 128-195 4-220 3.6% 0-137 0.3% 30% False False 474,169
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 False
Bear Hook False
Bull Hook False
Stretch 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-189
2.618 131-223
1.618 131-048
1.000 130-260
0.618 130-193
HIGH 130-085
0.618 130-018
0.500 129-318
0.382 129-297
LOW 129-230
0.618 129-122
1.000 129-055
1.618 128-267
2.618 128-092
4.250 127-126
Fisher Pivots for day following 02-Nov-2016
Pivot 1 day 3 day
R1 130-006 129-302
PP 130-002 129-273
S1 129-318 129-245

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

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