ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 20-Dec-2016
Day Change Summary
Previous Current
19-Dec-2016 20-Dec-2016 Change Change % Previous Week
Open 123-210 124-000 0-110 0.3% 124-195
High 124-055 124-030 -0-025 -0.1% 125-050
Low 123-210 123-215 0-005 0.0% 123-085
Close 124-010 123-300 -0-030 -0.1% 123-195
Range 0-165 0-135 -0-030 -18.2% 1-285
ATR 0-224 0-218 -0-006 -2.8% 0-000
Volume 11,592 2,136 -9,456 -81.6% 38,351
Daily Pivots for day following 20-Dec-2016
Classic Woodie Camarilla DeMark
R4 125-053 124-312 124-054
R3 124-238 124-177 124-017
R2 124-103 124-103 124-005
R1 124-042 124-042 123-312 124-005
PP 123-288 123-288 123-288 123-270
S1 123-227 123-227 123-288 123-190
S2 123-153 123-153 123-275
S3 123-018 123-092 123-263
S4 122-203 122-277 123-226
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% 0-220 0.6% 36% False False 8,576
10 125-195 123-085 2-110 1.9% 0-200 0.5% 29% False False 9,655
20 125-310 123-085 2-225 2.2% 0-204 0.5% 25% False False 560,170
40 131-000 123-085 7-235 6.2% 0-224 0.6% 9% False False 1,090,394
60 131-235 123-085 8-150 6.8% 0-196 0.5% 8% False False 1,090,046
80 131-235 123-085 8-150 6.8% 0-191 0.5% 8% False False 1,093,034
100 132-050 123-085 8-285 7.2% 0-189 0.5% 8% False False 913,917
120 133-095 123-085 10-010 8.1% 0-184 0.5% 7% False False 761,797
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 125-284
2.618 125-063
1.618 124-248
1.000 124-165
0.618 124-113
HIGH 124-030
0.618 123-298
0.500 123-283
0.382 123-267
LOW 123-215
0.618 123-132
1.000 123-080
1.618 122-317
2.618 122-182
4.250 121-281
Fisher Pivots for day following 20-Dec-2016
Pivot 1 day 3 day
R1 123-294 123-287
PP 123-288 123-273
S1 123-283 123-260

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

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