ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Nov-2016
Day Change Summary
Previous Current
15-Nov-2016 16-Nov-2016 Change Change % Previous Week
Open 126-130 126-185 0-055 0.1% 129-275
High 126-315 126-220 -0-095 -0.2% 131-000
Low 126-105 125-285 -0-140 -0.3% 127-025
Close 126-135 126-150 0-015 0.0% 127-055
Range 0-210 0-255 0-045 21.4% 3-295
ATR 0-235 0-237 0-001 0.6% 0-000
Volume 1,750,696 1,843,304 92,608 5.3% 9,707,497
Daily Pivots for day following 16-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-237 128-128 126-290
R3 127-302 127-193 126-220
R2 127-047 127-047 126-197
R1 126-258 126-258 126-173 126-185
PP 126-112 126-112 126-112 126-075
S1 126-003 126-003 126-127 125-250
S2 125-177 125-177 126-103
S3 124-242 125-068 126-080
S4 123-307 124-133 126-010
Weekly Pivots for week ending 11-Nov-2016
Classic Woodie Camarilla DeMark
R4 140-058 137-192 129-105
R3 136-083 133-217 128-080
R2 132-108 132-108 127-285
R1 129-242 129-242 127-170 129-028
PP 128-133 128-133 128-133 128-026
S1 125-267 125-267 126-260 125-052
S2 124-158 124-158 126-145
S3 120-183 121-292 126-030
S4 116-208 117-317 125-005
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-160 125-285 2-195 2.1% 0-290 0.7% 22% False True 1,936,899
10 131-000 125-285 5-035 4.0% 0-306 0.8% 11% False True 1,815,569
20 131-000 125-285 5-035 4.0% 0-222 0.5% 11% False True 1,493,947
40 131-235 125-285 5-270 4.6% 0-181 0.4% 10% False True 1,291,699
60 131-235 125-285 5-270 4.6% 0-183 0.5% 10% False True 1,242,294
80 132-055 125-285 6-090 5.0% 0-184 0.5% 9% False True 938,000
100 133-095 125-285 7-130 5.9% 0-176 0.4% 8% False True 750,560
120 133-095 125-285 7-130 5.9% 0-162 0.4% 8% False True 625,467
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-093
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-024
2.618 128-248
1.618 127-313
1.000 127-155
0.618 127-058
HIGH 126-220
0.618 126-123
0.500 126-092
0.382 126-062
LOW 125-285
0.618 125-127
1.000 125-030
1.618 124-192
2.618 123-257
4.250 122-161
Fisher Pivots for day following 16-Nov-2016
Pivot 1 day 3 day
R1 126-131 126-178
PP 126-112 126-168
S1 126-092 126-159

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

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