ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 130-235 130-055 -0-180 -0.4% 130-235
High 130-235 133-060 2-145 1.9% 133-060
Low 130-015 130-055 0-040 0.1% 130-015
Close 130-020 131-200 1-180 1.2% 131-200
Range 0-220 3-005 2-105 338.6% 3-045
ATR 0-109 0-173 0-064 58.2% 0-000
Volume 3 10 7 233.3% 14
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 140-227 139-058 133-091
R3 137-222 136-053 132-145
R2 134-217 134-217 132-057
R1 133-048 133-048 131-288 133-292
PP 131-212 131-212 131-212 132-014
S1 130-043 130-043 131-112 130-288
S2 128-207 128-207 131-023
S3 125-202 127-038 130-255
S4 122-197 124-033 129-309
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 141-013 139-152 133-113
R3 137-288 136-107 132-156
R2 134-243 134-243 132-064
R1 133-062 133-062 131-292 133-312
PP 131-198 131-198 131-198 132-004
S1 130-017 130-017 131-108 130-268
S2 128-153 128-153 131-016
S3 125-108 126-292 130-244
S4 122-063 123-247 129-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-060 130-015 3-045 2.4% 0-237 0.6% 50% True False 2
10 133-060 130-015 3-045 2.4% 0-156 0.4% 50% True False 1
20 133-060 128-295 4-085 3.2% 0-095 0.2% 63% True False 1
40 133-060 128-195 4-185 3.5% 0-047 0.1% 66% True False
60 133-060 128-045 5-015 3.8% 0-032 0.1% 69% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-002
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 146-001
2.618 141-026
1.618 138-021
1.000 136-065
0.618 135-016
HIGH 133-060
0.618 132-011
0.500 131-218
0.382 131-104
LOW 130-055
0.618 128-099
1.000 127-050
1.618 125-094
2.618 122-089
4.250 117-114
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 131-218 131-199
PP 131-212 131-198
S1 131-206 131-198

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

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