ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Dec-2016
Day Change Summary
Previous Current
30-Nov-2016 01-Dec-2016 Change Change % Previous Week
Open 125-255 125-030 -0-225 -0.6% 125-120
High 125-265 125-055 -0-210 -0.5% 125-310
Low 124-315 124-110 -0-205 -0.5% 124-255
Close 125-075 124-235 -0-160 -0.4% 125-065
Range 0-270 0-265 -0-005 -1.8% 1-055
ATR 0-228 0-232 0-004 1.8% 0-000
Volume 361,206 92,573 -268,633 -74.4% 8,454,099
Daily Pivots for day following 01-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-075 126-260 125-061
R3 126-130 125-315 124-308
R2 125-185 125-185 124-284
R1 125-050 125-050 124-259 124-305
PP 124-240 124-240 124-240 124-208
S1 124-105 124-105 124-211 124-040
S2 123-295 123-295 124-186
S3 123-030 123-160 124-162
S4 122-085 122-215 124-089
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
5 125-265 124-110 1-155 1.2% 0-202 0.5% 26% False True 1,131,120
10 126-245 124-110 2-135 1.9% 0-223 0.6% 16% False True 1,615,099
20 131-000 124-110 6-210 5.3% 0-265 0.7% 6% False True 1,715,334
40 131-000 124-110 6-210 5.3% 0-201 0.5% 6% False True 1,418,100
60 131-235 124-110 7-125 5.9% 0-190 0.5% 5% False True 1,314,307
80 131-290 124-110 7-180 6.1% 0-189 0.5% 5% False True 1,139,200
100 132-055 124-110 7-265 6.3% 0-185 0.5% 5% False True 911,993
120 133-095 124-110 8-305 7.2% 0-178 0.4% 4% False True 760,058
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 0-042
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-221
2.618 127-109
1.618 126-164
1.000 126-000
0.618 125-219
HIGH 125-055
0.618 124-274
0.500 124-243
0.382 124-211
LOW 124-110
0.618 123-266
1.000 123-165
1.618 123-001
2.618 122-056
4.250 120-264
Fisher Pivots for day following 01-Dec-2016
Pivot 1 day 3 day
R1 124-243 125-028
PP 124-240 124-310
S1 124-238 124-273

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

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