ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 17-Nov-2016
Day Change Summary
Previous Current
16-Nov-2016 17-Nov-2016 Change Change % Previous Week
Open 126-185 126-160 -0-025 -0.1% 129-275
High 126-220 126-245 0-025 0.1% 131-000
Low 125-285 125-265 -0-020 0.0% 127-025
Close 126-150 126-025 -0-125 -0.3% 127-055
Range 0-255 0-300 0-045 17.6% 3-295
ATR 0-237 0-241 0-005 1.9% 0-000
Volume 1,843,304 1,606,222 -237,082 -12.9% 9,707,497
Daily Pivots for day following 17-Nov-2016
Classic Woodie Camarilla DeMark
R4 129-012 128-158 126-190
R3 128-032 127-178 126-107
R2 127-052 127-052 126-080
R1 126-198 126-198 126-052 126-135
PP 126-072 126-072 126-072 126-040
S1 125-218 125-218 125-317 125-155
S2 125-092 125-092 125-290
S3 124-112 124-238 125-262
S4 123-132 123-258 125-180
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
5 127-220 125-265 1-275 1.5% 0-273 0.7% 13% False True 1,647,170
10 131-000 125-265 5-055 4.1% 0-319 0.8% 5% False True 1,868,323
20 131-000 125-265 5-055 4.1% 0-232 0.6% 5% False True 1,520,846
40 131-235 125-265 5-290 4.7% 0-185 0.5% 4% False True 1,304,927
60 131-235 125-265 5-290 4.7% 0-187 0.5% 4% False True 1,258,590
80 132-055 125-265 6-110 5.0% 0-185 0.5% 4% False True 958,020
100 133-095 125-265 7-150 5.9% 0-178 0.4% 3% False True 766,622
120 133-095 125-265 7-150 5.9% 0-165 0.4% 3% False True 638,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-095
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 130-240
2.618 129-070
1.618 128-090
1.000 127-225
0.618 127-110
HIGH 126-245
0.618 126-130
0.500 126-095
0.382 126-060
LOW 125-265
0.618 125-080
1.000 124-285
1.618 124-100
2.618 123-120
4.250 121-270
Fisher Pivots for day following 17-Nov-2016
Pivot 1 day 3 day
R1 126-095 126-130
PP 126-072 126-095
S1 126-048 126-060

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

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