ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Dec-2016
Day Change Summary
Previous Current
14-Dec-2016 15-Dec-2016 Change Change % Previous Week
Open 124-285 123-275 -1-010 -0.8% 125-195
High 125-050 123-275 -1-095 -1.0% 125-245
Low 123-235 123-085 -0-150 -0.4% 124-210
Close 124-050 123-225 -0-145 -0.4% 124-255
Range 1-135 0-190 -0-265 -58.2% 1-035
ATR 0-229 0-233 0-004 1.8% 0-000
Volume 7,771 11,375 3,604 46.4% 114,375
Daily Pivots for day following 15-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-125 125-045 124-010
R3 124-255 124-175 123-277
R2 124-065 124-065 123-260
R1 123-305 123-305 123-242 123-250
PP 123-195 123-195 123-195 123-167
S1 123-115 123-115 123-208 123-060
S2 123-005 123-005 123-190
S3 122-135 122-245 123-173
S4 121-265 122-055 123-120
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
5 125-090 123-085 2-005 1.6% 0-239 0.6% 22% False True 7,377
10 125-245 123-085 2-160 2.0% 0-215 0.5% 18% False True 18,515
20 126-245 123-085 3-160 2.8% 0-219 0.6% 13% False True 816,807
40 131-000 123-085 7-235 6.3% 0-221 0.6% 6% False True 1,155,377
60 131-235 123-085 8-150 6.8% 0-194 0.5% 5% False True 1,133,401
80 131-235 123-085 8-150 6.8% 0-192 0.5% 5% False True 1,135,922
100 132-055 123-085 8-290 7.2% 0-191 0.5% 5% False True 913,762
120 133-095 123-085 10-010 8.1% 0-183 0.5% 4% False True 761,601
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-123
2.618 125-132
1.618 124-262
1.000 124-145
0.618 124-072
HIGH 123-275
0.618 123-202
0.500 123-180
0.382 123-158
LOW 123-085
0.618 122-288
1.000 122-215
1.618 122-098
2.618 121-228
4.250 120-237
Fisher Pivots for day following 15-Dec-2016
Pivot 1 day 3 day
R1 123-210 124-068
PP 123-195 124-013
S1 123-180 123-279

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

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