ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Nov-2016
Day Change Summary
Previous Current
21-Nov-2016 22-Nov-2016 Change Change % Previous Week
Open 125-120 125-255 0-135 0.3% 127-070
High 125-280 125-310 0-030 0.1% 127-070
Low 125-100 125-175 0-075 0.2% 125-100
Close 125-175 125-225 0-050 0.1% 125-180
Range 0-180 0-135 -0-045 -25.0% 1-290
ATR 0-239 0-231 -0-007 -3.1% 0-000
Volume 1,635,973 2,263,826 627,853 38.4% 9,553,950
Daily Pivots for day following 22-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-002 126-248 125-299
R3 126-187 126-113 125-262
R2 126-052 126-052 125-250
R1 125-298 125-298 125-237 125-268
PP 125-237 125-237 125-237 125-221
S1 125-163 125-163 125-213 125-132
S2 125-102 125-102 125-200
S3 124-287 125-028 125-188
S4 124-152 124-213 125-151
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
5 126-245 125-100 1-145 1.2% 0-228 0.6% 27% False False 1,852,718
10 131-000 125-100 5-220 4.5% 1-015 0.8% 7% False False 2,133,662
20 131-000 125-100 5-220 4.5% 0-244 0.6% 7% False False 1,681,742
40 131-235 125-100 6-135 5.1% 0-190 0.5% 6% False False 1,382,274
60 131-235 125-100 6-135 5.1% 0-185 0.5% 6% False False 1,287,768
80 132-040 125-100 6-260 5.4% 0-185 0.5% 6% False False 1,030,622
100 133-095 125-100 7-315 6.4% 0-181 0.4% 5% False False 824,736
120 133-095 125-100 7-315 6.4% 0-170 0.4% 5% False False 687,303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 127-244
2.618 127-023
1.618 126-208
1.000 126-125
0.618 126-073
HIGH 125-310
0.618 125-258
0.500 125-243
0.382 125-227
LOW 125-175
0.618 125-092
1.000 125-040
1.618 124-277
2.618 124-142
4.250 123-241
Fisher Pivots for day following 22-Nov-2016
Pivot 1 day 3 day
R1 125-243 125-235
PP 125-237 125-232
S1 125-231 125-228

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

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