ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Dec-2016
Day Change Summary
Previous Current
15-Dec-2016 16-Dec-2016 Change Change % Previous Week
Open 123-275 123-175 -0-100 -0.3% 124-195
High 123-275 123-300 0-025 0.1% 125-050
Low 123-085 123-145 0-060 0.2% 123-085
Close 123-225 123-195 -0-030 -0.1% 123-195
Range 0-190 0-155 -0-035 -18.4% 1-285
ATR 0-233 0-227 -0-006 -2.4% 0-000
Volume 11,375 10,007 -1,368 -12.0% 38,351
Daily Pivots for day following 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-038 124-272 123-280
R3 124-203 124-117 123-238
R2 124-048 124-048 123-223
R1 123-282 123-282 123-209 124-005
PP 123-213 123-213 123-213 123-235
S1 123-127 123-127 123-181 123-170
S2 123-058 123-058 123-167
S3 122-223 122-292 123-152
S4 122-068 122-137 123-110
Weekly Pivots for week ending 16-Dec-2016
Classic Woodie Camarilla DeMark
R4 129-218 128-172 124-208
R3 127-253 126-207 124-041
R2 125-288 125-288 123-306
R1 124-242 124-242 123-250 124-123
PP 124-003 124-003 124-003 123-264
S1 122-277 122-277 123-140 122-157
S2 122-038 122-038 123-084
S3 120-073 120-312 123-029
S4 118-108 119-027 122-182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-050 123-085 1-285 1.5% 0-230 0.6% 18% False False 7,670
10 125-245 123-085 2-160 2.0% 0-210 0.5% 14% False False 15,272
20 126-050 123-085 2-285 2.3% 0-212 0.5% 12% False False 736,996
40 131-000 123-085 7-235 6.3% 0-222 0.6% 4% False False 1,128,921
60 131-235 123-085 8-150 6.9% 0-194 0.5% 4% False False 1,115,616
80 131-235 123-085 8-150 6.9% 0-193 0.5% 4% False False 1,128,191
100 132-055 123-085 8-290 7.2% 0-190 0.5% 4% False False 913,815
120 133-095 123-085 10-010 8.1% 0-184 0.5% 3% False False 761,684
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 0-046
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 125-319
2.618 125-066
1.618 124-231
1.000 124-135
0.618 124-076
HIGH 123-300
0.618 123-241
0.500 123-222
0.382 123-204
LOW 123-145
0.618 123-049
1.000 122-310
1.618 122-214
2.618 122-059
4.250 121-126
Fisher Pivots for day following 16-Dec-2016
Pivot 1 day 3 day
R1 123-222 124-068
PP 123-213 124-003
S1 123-204 123-259

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

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