ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 133-005 132-250 -0-075 -0.2% 132-170
High 133-095 132-265 -0-150 -0.4% 132-170
Low 132-250 132-190 -0-060 -0.1% 131-250
Close 132-255 132-260 0-005 0.0% 132-050
Range 0-165 0-075 -0-090 -54.6% 0-240
ATR 0-175 0-168 -0-007 -4.1% 0-000
Volume 1,122 15 -1,107 -98.7% 2,676
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-143 133-117 132-301
R3 133-068 133-042 132-281
R2 132-313 132-313 132-274
R1 132-287 132-287 132-267 132-300
PP 132-238 132-238 132-238 132-245
S1 132-212 132-212 132-253 132-225
S2 132-163 132-163 132-246
S3 132-088 132-137 132-239
S4 132-013 132-062 132-219
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-130 134-010 132-182
R3 133-210 133-090 132-116
R2 132-290 132-290 132-094
R1 132-170 132-170 132-072 132-110
PP 132-050 132-050 132-050 132-020
S1 131-250 131-250 132-028 131-190
S2 131-130 131-130 132-006
S3 130-210 131-010 131-304
S4 129-290 130-090 131-238
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-095 131-285 1-130 1.1% 0-110 0.3% 66% False False 824
10 133-095 130-015 3-080 2.4% 0-199 0.5% 85% False False 429
20 133-095 130-015 3-080 2.4% 0-130 0.3% 85% False False 215
40 133-095 128-195 4-220 3.5% 0-067 0.2% 90% False False 107
60 133-095 128-045 5-050 3.9% 0-045 0.1% 91% False False 71
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-009
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-264
2.618 133-141
1.618 133-066
1.000 133-020
0.618 132-311
HIGH 132-265
0.618 132-236
0.500 132-228
0.382 132-219
LOW 132-190
0.618 132-144
1.000 132-115
1.618 132-069
2.618 131-314
4.250 131-191
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 132-249 132-303
PP 132-238 132-288
S1 132-228 132-274

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

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