ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 04-Nov-2016
Day Change Summary
Previous Current
03-Nov-2016 04-Nov-2016 Change Change % Previous Week
Open 130-000 130-005 0-005 0.0% 129-190
High 130-100 130-120 0-020 0.0% 130-120
Low 129-255 129-300 0-045 0.1% 129-085
Close 130-010 130-080 0-070 0.2% 130-080
Range 0-165 0-140 -0-025 -15.1% 1-035
ATR 0-149 0-148 -0-001 -0.4% 0-000
Volume 1,078,686 1,336,051 257,365 23.9% 6,452,098
Daily Pivots for day following 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 131-160 131-100 130-157
R3 131-020 130-280 130-118
R2 130-200 130-200 130-106
R1 130-140 130-140 130-093 130-170
PP 130-060 130-060 130-060 130-075
S1 130-000 130-000 130-067 130-030
S2 129-240 129-240 130-054
S3 129-100 129-180 130-042
S4 128-280 129-040 130-003
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 133-093 132-282 130-275
R3 132-058 131-247 130-178
R2 131-023 131-023 130-145
R1 130-212 130-212 130-113 130-278
PP 129-308 129-308 129-308 130-021
S1 129-177 129-177 130-047 129-242
S2 128-273 128-273 130-015
S3 127-238 128-142 129-302
S4 126-203 127-107 129-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-120 129-085 1-035 0.9% 0-152 0.4% 89% True False 1,290,419
10 130-155 129-065 1-090 1.0% 0-150 0.4% 82% False False 1,232,278
20 130-155 129-065 1-090 1.0% 0-137 0.3% 82% False False 1,101,944
40 131-235 129-065 2-170 1.9% 0-150 0.4% 41% False False 1,110,781
60 131-290 129-065 2-225 2.1% 0-162 0.4% 39% False False 987,183
80 132-055 129-065 2-310 2.3% 0-165 0.4% 35% False False 741,337
100 133-095 129-065 4-030 3.1% 0-163 0.4% 26% False False 593,151
120 133-095 128-195 4-220 3.6% 0-140 0.3% 35% False False 494,292
Crabel Price Patterns
NR True
NR4 True
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 0-041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-075
2.618 131-167
1.618 131-027
1.000 130-260
0.618 130-207
HIGH 130-120
0.618 130-067
0.500 130-050
0.382 130-033
LOW 129-300
0.618 129-213
1.000 129-160
1.618 129-073
2.618 128-253
4.250 128-025
Fisher Pivots for day following 04-Nov-2016
Pivot 1 day 3 day
R1 130-070 130-058
PP 130-060 130-037
S1 130-050 130-015

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

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