ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Nov-2016
Day Change Summary
Previous Current
17-Nov-2016 18-Nov-2016 Change Change % Previous Week
Open 126-160 125-270 -0-210 -0.5% 127-070
High 126-245 126-050 -0-195 -0.5% 127-070
Low 125-265 125-100 -0-165 -0.4% 125-100
Close 126-025 125-180 -0-165 -0.4% 125-180
Range 0-300 0-270 -0-030 -10.0% 1-290
ATR 0-241 0-243 0-002 0.9% 0-000
Volume 1,606,222 1,914,268 308,046 19.2% 9,553,950
Daily Pivots for day following 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-067 127-233 126-009
R3 127-117 126-283 125-254
R2 126-167 126-167 125-230
R1 126-013 126-013 125-205 125-275
PP 125-217 125-217 125-217 125-188
S1 125-063 125-063 125-155 125-005
S2 124-267 124-267 125-130
S3 123-317 124-113 125-106
S4 123-047 123-163 125-031
Weekly Pivots for week ending 18-Nov-2016
Classic Woodie Camarilla DeMark
R4 131-240 130-180 126-196
R3 129-270 128-210 126-028
R2 127-300 127-300 125-292
R1 126-240 126-240 125-236 126-125
PP 126-010 126-010 126-010 125-273
S1 124-270 124-270 125-124 124-155
S2 124-040 124-040 125-068
S3 122-070 122-300 125-012
S4 120-100 121-010 124-164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-070 125-100 1-290 1.5% 0-288 0.7% 13% False True 1,910,790
10 131-000 125-100 5-220 4.5% 1-012 0.8% 4% False True 1,926,144
20 131-000 125-100 5-220 4.5% 0-241 0.6% 4% False True 1,579,211
40 131-235 125-100 6-135 5.1% 0-190 0.5% 4% False True 1,334,789
60 131-235 125-100 6-135 5.1% 0-189 0.5% 4% False True 1,269,098
80 132-055 125-100 6-275 5.5% 0-187 0.5% 4% False True 981,933
100 133-095 125-100 7-315 6.4% 0-179 0.4% 3% False True 785,763
120 133-095 125-100 7-315 6.4% 0-167 0.4% 3% False True 654,804
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 0-102
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 129-238
2.618 128-117
1.618 127-167
1.000 127-000
0.618 126-217
HIGH 126-050
0.618 125-267
0.500 125-235
0.382 125-203
LOW 125-100
0.618 124-253
1.000 124-150
1.618 123-303
2.618 123-033
4.250 121-232
Fisher Pivots for day following 18-Nov-2016
Pivot 1 day 3 day
R1 125-235 126-012
PP 125-217 125-282
S1 125-198 125-231

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

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