ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Dec-2016
Day Change Summary
Previous Current
16-Dec-2016 19-Dec-2016 Change Change % Previous Week
Open 123-175 123-210 0-035 0.1% 124-195
High 123-300 124-055 0-075 0.2% 125-050
Low 123-145 123-210 0-065 0.2% 123-085
Close 123-195 124-010 0-135 0.3% 123-195
Range 0-155 0-165 0-010 6.4% 1-285
ATR 0-227 0-224 -0-003 -1.5% 0-000
Volume 10,007 11,592 1,585 15.8% 38,351
Daily Pivots for day following 19-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-160 125-090 124-101
R3 124-315 124-245 124-055
R2 124-150 124-150 124-040
R1 124-080 124-080 124-025 124-115
PP 123-305 123-305 123-305 124-003
S1 123-235 123-235 123-315 123-270
S2 123-140 123-140 123-300
S3 122-295 123-070 123-285
S4 122-130 122-225 123-239
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% 0-224 0.6% 40% False False 8,816
10 125-195 123-085 2-110 1.9% 0-194 0.5% 33% False False 11,143
20 125-310 123-085 2-225 2.2% 0-207 0.5% 28% False False 641,862
40 131-000 123-085 7-235 6.2% 0-224 0.6% 10% False False 1,110,537
60 131-235 123-085 8-150 6.8% 0-196 0.5% 9% False False 1,103,813
80 131-235 123-085 8-150 6.8% 0-194 0.5% 9% False False 1,112,289
100 132-055 123-085 8-290 7.2% 0-191 0.5% 9% False False 913,919
120 133-095 123-085 10-010 8.1% 0-184 0.5% 8% False False 761,780
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-116
2.618 125-167
1.618 125-002
1.000 124-220
0.618 124-157
HIGH 124-055
0.618 123-312
0.500 123-293
0.382 123-273
LOW 123-210
0.618 123-108
1.000 123-045
1.618 122-263
2.618 122-098
4.250 121-149
Fisher Pivots for day following 19-Dec-2016
Pivot 1 day 3 day
R1 123-318 123-297
PP 123-305 123-263
S1 123-293 123-230

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

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