ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Nov-2016
Day Change Summary
Previous Current
25-Nov-2016 28-Nov-2016 Change Change % Previous Week
Open 125-120 125-115 -0-005 0.0% 125-120
High 125-125 125-235 0-110 0.3% 125-310
Low 124-255 125-100 0-165 0.4% 124-255
Close 125-065 125-205 0-140 0.3% 125-065
Range 0-190 0-135 -0-055 -28.9% 1-055
ATR 0-236 0-231 -0-005 -2.0% 0-000
Volume 1,479,196 2,507,938 1,028,742 69.5% 8,454,099
Daily Pivots for day following 28-Nov-2016
Classic Woodie Camarilla DeMark
R4 126-265 126-210 125-279
R3 126-130 126-075 125-242
R2 125-315 125-315 125-230
R1 125-260 125-260 125-217 125-288
PP 125-180 125-180 125-180 125-194
S1 125-125 125-125 125-193 125-152
S2 125-045 125-045 125-180
S3 124-230 124-310 125-168
S4 124-095 124-175 125-131
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
5 125-310 124-255 1-055 0.9% 0-196 0.5% 72% False False 2,192,407
10 127-070 124-255 2-135 1.9% 0-242 0.6% 35% False False 2,051,598
20 131-000 124-255 6-065 4.9% 0-253 0.6% 14% False False 1,833,779
40 131-075 124-255 6-140 5.1% 0-195 0.5% 13% False False 1,461,057
60 131-235 124-255 6-300 5.5% 0-189 0.5% 12% False False 1,344,533
80 132-025 124-255 7-090 5.8% 0-187 0.5% 12% False False 1,118,649
100 132-295 124-255 8-040 6.5% 0-184 0.5% 10% False False 895,342
120 133-095 124-255 8-160 6.8% 0-175 0.4% 10% False False 746,154
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 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 127-169
2.618 126-268
1.618 126-133
1.000 126-050
0.618 125-318
HIGH 125-235
0.618 125-183
0.500 125-168
0.382 125-152
LOW 125-100
0.618 125-017
1.000 124-285
1.618 124-202
2.618 124-067
4.250 123-166
Fisher Pivots for day following 28-Nov-2016
Pivot 1 day 3 day
R1 125-192 125-175
PP 125-180 125-145
S1 125-168 125-115

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

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