ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Dec-2016
Day Change Summary
Previous Current
13-Dec-2016 14-Dec-2016 Change Change % Previous Week
Open 124-280 124-285 0-005 0.0% 125-195
High 125-025 125-050 0-025 0.1% 125-245
Low 124-190 123-235 -0-275 -0.7% 124-210
Close 124-215 124-050 -0-165 -0.4% 124-255
Range 0-155 1-135 0-300 193.6% 1-035
ATR 0-212 0-229 0-017 8.2% 0-000
Volume 3,337 7,771 4,434 132.9% 114,375
Daily Pivots for day following 14-Dec-2016
Classic Woodie Camarilla DeMark
R4 128-197 127-258 124-300
R3 127-062 126-123 124-175
R2 125-247 125-247 124-133
R1 124-308 124-308 124-092 124-210
PP 124-112 124-112 124-112 124-063
S1 123-173 123-173 124-008 123-075
S2 122-297 122-297 123-287
S3 121-162 122-038 123-245
S4 120-027 120-223 123-120
Weekly Pivots for week ending 09-Dec-2016
Classic Woodie Camarilla DeMark
R4 128-128 127-227 125-130
R3 127-093 126-192 125-033
R2 126-058 126-058 125-000
R1 125-157 125-157 124-288 125-090
PP 125-023 125-023 125-023 124-310
S1 124-122 124-122 124-222 124-055
S2 123-308 123-308 124-190
S3 122-273 123-087 124-157
S4 121-238 122-052 124-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-195 123-235 1-280 1.5% 0-243 0.6% 23% False True 8,876
10 125-245 123-235 2-010 1.6% 0-222 0.6% 21% False True 26,635
20 126-245 123-235 3-010 2.4% 0-222 0.6% 14% False True 908,403
40 131-000 123-235 7-085 5.9% 0-219 0.6% 6% False True 1,179,347
60 131-235 123-235 8-000 6.4% 0-194 0.5% 5% False True 1,151,797
80 131-235 123-235 8-000 6.4% 0-191 0.5% 5% False True 1,138,444
100 132-055 123-235 8-140 6.8% 0-191 0.5% 5% False True 913,665
120 133-095 123-235 9-180 7.7% 0-182 0.5% 4% False True 761,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 131-064
2.618 128-281
1.618 127-146
1.000 126-185
0.618 126-011
HIGH 125-050
0.618 124-196
0.500 124-143
0.382 124-089
LOW 123-235
0.618 122-274
1.000 122-100
1.618 121-139
2.618 120-004
4.250 117-221
Fisher Pivots for day following 14-Dec-2016
Pivot 1 day 3 day
R1 124-143 124-143
PP 124-112 124-112
S1 124-081 124-081

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

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