ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 132-065 131-240 -0-145 -0.3% 132-200
High 132-065 132-000 -0-065 -0.2% 133-095
Low 131-195 131-240 0-045 0.1% 132-080
Close 131-195 131-295 0-100 0.2% 132-285
Range 0-190 0-080 -0-110 -57.9% 1-015
ATR 0-177 0-173 -0-004 -2.1% 0-000
Volume 2,398 9 -2,389 -99.6% 1,752
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-205 132-170 132-019
R3 132-125 132-090 131-317
R2 132-045 132-045 131-310
R1 132-010 132-010 131-302 132-028
PP 131-285 131-285 131-285 131-294
S1 131-250 131-250 131-288 131-268
S2 131-205 131-205 131-280
S3 131-125 131-170 131-273
S4 131-045 131-090 131-251
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
5 132-295 131-195 1-100 1.0% 0-146 0.3% 24% False False 684
10 133-095 131-195 1-220 1.3% 0-136 0.3% 19% False False 763
20 133-095 130-015 3-080 2.5% 0-149 0.4% 58% False False 385
40 133-095 128-195 4-220 3.6% 0-084 0.2% 71% False False 193
60 133-095 128-045 5-050 3.9% 0-056 0.1% 73% False False 128
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-014
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-020
2.618 132-209
1.618 132-129
1.000 132-080
0.618 132-049
HIGH 132-000
0.618 131-289
0.500 131-280
0.382 131-271
LOW 131-240
0.618 131-191
1.000 131-160
1.618 131-111
2.618 131-031
4.250 130-220
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 131-290 132-065
PP 131-285 132-035
S1 131-280 132-005

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

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