ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Nov-2016
Day Change Summary
Previous Current
28-Nov-2016 29-Nov-2016 Change Change % Previous Week
Open 125-115 125-225 0-110 0.3% 125-120
High 125-235 125-265 0-030 0.1% 125-310
Low 125-100 125-115 0-015 0.0% 124-255
Close 125-205 125-245 0-040 0.1% 125-065
Range 0-135 0-150 0-015 11.1% 1-055
ATR 0-231 0-225 -0-006 -2.5% 0-000
Volume 2,507,938 1,214,689 -1,293,249 -51.6% 8,454,099
Daily Pivots for day following 29-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-018 126-282 126-007
R3 126-188 126-132 125-286
R2 126-038 126-038 125-272
R1 125-302 125-302 125-259 126-010
PP 125-208 125-208 125-208 125-222
S1 125-152 125-152 125-231 125-180
S2 125-058 125-058 125-217
S3 124-228 125-002 125-204
S4 124-078 124-172 125-163
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% 0-190 0.5% 83% False False 2,108,150
10 126-315 124-255 2-060 1.7% 0-217 0.5% 44% False False 1,929,121
20 131-000 124-255 6-065 4.9% 0-257 0.6% 16% False False 1,840,153
40 131-010 124-255 6-075 5.0% 0-196 0.5% 16% False False 1,472,048
60 131-235 124-255 6-300 5.5% 0-187 0.5% 14% False False 1,341,787
80 131-290 124-255 7-035 5.7% 0-185 0.5% 14% False False 1,133,771
100 132-255 124-255 8-000 6.4% 0-183 0.5% 12% False False 907,488
120 133-095 124-255 8-160 6.8% 0-175 0.4% 11% False False 756,277
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 127-262
2.618 127-018
1.618 126-188
1.000 126-095
0.618 126-038
HIGH 125-265
0.618 125-208
0.500 125-190
0.382 125-172
LOW 125-115
0.618 125-022
1.000 124-285
1.618 124-192
2.618 124-042
4.250 123-118
Fisher Pivots for day following 29-Nov-2016
Pivot 1 day 3 day
R1 125-227 125-197
PP 125-208 125-148
S1 125-190 125-100

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

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