ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 132-250 132-125 -0-125 -0.3% 132-200
High 132-265 132-295 0-030 0.1% 133-095
Low 132-190 132-080 -0-110 -0.3% 132-080
Close 132-260 132-285 0-025 0.1% 132-285
Range 0-075 0-215 0-140 186.8% 1-015
ATR 0-168 0-172 0-003 2.0% 0-000
Volume 15 144 129 860.0% 1,752
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-225 134-150 133-083
R3 134-010 133-255 133-024
R2 133-115 133-115 133-004
R1 133-040 133-040 132-305 133-078
PP 132-220 132-220 132-220 132-239
S1 132-145 132-145 132-265 132-182
S2 132-005 132-005 132-246
S3 131-110 131-250 132-226
S4 130-215 131-035 132-167
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-305 135-150 133-149
R3 134-290 134-135 133-057
R2 133-275 133-275 133-026
R1 133-120 133-120 132-316 133-198
PP 132-260 132-260 132-260 132-299
S1 132-105 132-105 132-254 132-182
S2 131-245 131-245 132-224
S3 130-230 131-090 132-193
S4 129-215 130-075 132-101
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-095 132-050 1-045 0.9% 0-135 0.3% 64% False False 852
10 133-095 130-055 3-040 2.4% 0-198 0.5% 87% False False 443
20 133-095 130-015 3-080 2.4% 0-138 0.3% 87% False False 222
40 133-095 128-195 4-220 3.5% 0-073 0.2% 91% False False 111
60 133-095 128-045 5-050 3.9% 0-049 0.1% 92% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 135-249
2.618 134-218
1.618 134-003
1.000 133-190
0.618 133-108
HIGH 132-295
0.618 132-213
0.500 132-188
0.382 132-162
LOW 132-080
0.618 131-267
1.000 131-185
1.618 131-052
2.618 130-157
4.250 129-126
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 132-252 132-272
PP 132-220 132-260
S1 132-188 132-248

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

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