ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Dec-2016
Day Change Summary
Previous Current
07-Dec-2016 08-Dec-2016 Change Change % Previous Week
Open 125-075 125-195 0-120 0.3% 125-115
High 125-185 125-195 0-010 0.0% 125-265
Low 125-045 124-305 -0-060 -0.1% 124-110
Close 125-175 125-090 -0-085 -0.2% 125-075
Range 0-140 0-210 0-070 50.0% 1-155
ATR 0-219 0-219 -0-001 -0.3% 0-000
Volume 17,059 18,868 1,809 10.6% 4,218,839
Daily Pivots for day following 08-Dec-2016
Classic Woodie Camarilla DeMark
R4 127-080 126-295 125-206
R3 126-190 126-085 125-148
R2 125-300 125-300 125-129
R1 125-195 125-195 125-109 125-143
PP 125-090 125-090 125-090 125-064
S1 124-305 124-305 125-071 124-252
S2 124-200 124-200 125-052
S3 123-310 124-095 125-032
S4 123-100 123-205 124-295
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
5 125-245 124-235 1-010 0.8% 0-191 0.5% 53% False False 29,652
10 125-265 124-110 1-155 1.2% 0-196 0.5% 63% False False 580,386
20 128-160 124-110 4-050 3.3% 0-232 0.6% 23% False False 1,299,187
40 131-000 124-110 6-210 5.3% 0-207 0.5% 14% False False 1,286,168
60 131-235 124-110 7-125 5.9% 0-188 0.5% 13% False False 1,212,926
80 131-235 124-110 7-125 5.9% 0-187 0.5% 13% False False 1,140,296
100 132-055 124-110 7-265 6.2% 0-187 0.5% 12% False False 913,457
120 133-095 124-110 8-305 7.1% 0-183 0.5% 10% False False 761,294
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 128-128
2.618 127-105
1.618 126-215
1.000 126-085
0.618 126-005
HIGH 125-195
0.618 125-115
0.500 125-090
0.382 125-065
LOW 124-305
0.618 124-175
1.000 124-095
1.618 123-285
2.618 123-075
4.250 122-052
Fisher Pivots for day following 08-Dec-2016
Pivot 1 day 3 day
R1 125-090 125-090
PP 125-090 125-090
S1 125-090 125-090

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

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