ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Dec-2016
Day Change Summary
Previous Current
01-Dec-2016 02-Dec-2016 Change Change % Previous Week
Open 125-030 124-235 -0-115 -0.3% 125-115
High 125-055 125-120 0-065 0.2% 125-265
Low 124-110 124-235 0-125 0.3% 124-110
Close 124-235 125-075 0-160 0.4% 125-075
Range 0-265 0-205 -0-060 -22.6% 1-155
ATR 0-232 0-230 -0-002 -0.8% 0-000
Volume 92,573 42,433 -50,140 -54.2% 4,218,839
Daily Pivots for day following 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-012 126-248 125-188
R3 126-127 126-043 125-131
R2 125-242 125-242 125-113
R1 125-158 125-158 125-094 125-200
PP 125-037 125-037 125-037 125-058
S1 124-273 124-273 125-056 124-315
S2 124-152 124-152 125-037
S3 123-267 124-068 125-019
S4 123-062 123-183 124-282
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 129-188 128-287 126-016
R3 128-033 127-132 125-206
R2 126-198 126-198 125-162
R1 125-297 125-297 125-119 125-170
PP 125-043 125-043 125-043 124-300
S1 124-142 124-142 125-031 124-015
S2 123-208 123-208 124-308
S3 122-053 122-307 124-264
S4 120-218 121-152 124-134
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% 0-205 0.5% 60% False False 843,767
10 126-050 124-110 1-260 1.4% 0-214 0.5% 49% False False 1,458,720
20 131-000 124-110 6-210 5.3% 0-267 0.7% 13% False False 1,663,521
40 131-000 124-110 6-210 5.3% 0-202 0.5% 13% False False 1,386,684
60 131-235 124-110 7-125 5.9% 0-189 0.5% 12% False False 1,294,081
80 131-290 124-110 7-180 6.0% 0-189 0.5% 12% False False 1,139,662
100 132-055 124-110 7-265 6.3% 0-186 0.5% 11% False False 912,417
120 133-095 124-110 8-305 7.1% 0-180 0.4% 10% False False 760,412
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 0-033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-031
2.618 127-017
1.618 126-132
1.000 126-005
0.618 125-247
HIGH 125-120
0.618 125-042
0.500 125-018
0.382 124-313
LOW 124-235
0.618 124-108
1.000 124-030
1.618 123-223
2.618 123-018
4.250 122-004
Fisher Pivots for day following 02-Dec-2016
Pivot 1 day 3 day
R1 125-056 125-059
PP 125-037 125-043
S1 125-018 125-028

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

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