ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Nov-2016
Day Change Summary
Previous Current
23-Nov-2016 25-Nov-2016 Change Change % Previous Week
Open 125-230 125-120 -0-110 -0.3% 125-120
High 125-295 125-125 -0-170 -0.4% 125-310
Low 124-275 124-255 -0-020 -0.1% 124-255
Close 125-115 125-065 -0-050 -0.1% 125-065
Range 1-020 0-190 -0-150 -44.1% 1-055
ATR 0-239 0-236 -0-004 -1.5% 0-000
Volume 3,075,104 1,479,196 -1,595,908 -51.9% 8,454,099
Daily Pivots for day following 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-292 126-208 125-169
R3 126-102 126-018 125-117
R2 125-232 125-232 125-100
R1 125-148 125-148 125-082 125-095
PP 125-042 125-042 125-042 125-015
S1 124-278 124-278 125-048 124-225
S2 124-172 124-172 125-030
S3 123-302 124-088 125-013
S4 123-112 123-218 124-281
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-268 128-062 125-271
R3 127-213 127-007 125-168
R2 126-158 126-158 125-134
R1 125-272 125-272 125-099 125-188
PP 125-103 125-103 125-103 125-061
S1 124-217 124-217 125-031 124-132
S2 124-048 124-048 124-316
S3 122-313 123-162 124-282
S4 121-258 122-107 124-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-050 124-255 1-115 1.1% 0-223 0.6% 30% False True 2,073,673
10 127-220 124-255 2-285 2.3% 0-248 0.6% 14% False True 1,860,421
20 131-000 124-255 6-065 5.0% 0-254 0.6% 7% False True 1,777,906
40 131-235 124-255 6-300 5.5% 0-197 0.5% 6% False True 1,440,134
60 131-235 124-255 6-300 5.5% 0-190 0.5% 6% False True 1,325,969
80 132-040 124-255 7-105 5.9% 0-188 0.5% 6% False True 1,087,502
100 132-295 124-255 8-040 6.5% 0-183 0.5% 5% False True 870,263
120 133-095 124-255 8-160 6.8% 0-174 0.4% 5% False True 725,255
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 0-048
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-292
2.618 126-302
1.618 126-112
1.000 125-315
0.618 125-242
HIGH 125-125
0.618 125-052
0.500 125-030
0.382 125-008
LOW 124-255
0.618 124-138
1.000 124-065
1.618 123-268
2.618 123-078
4.250 122-088
Fisher Pivots for day following 25-Nov-2016
Pivot 1 day 3 day
R1 125-053 125-123
PP 125-042 125-103
S1 125-030 125-084

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

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