ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	131-240	131-165	-0-075	-0.2%	132-200
High	132-000	131-300	-0-020	0.0%	133-095
Low	131-240	131-095	-0-145	-0.3%	132-080
Close	131-295	131-145	-0-150	-0.4%	132-285
Range	0-080	0-205	0-125	156.2%	1-015
ATR	0-173	0-175	0-002	1.3%	0-000
Volume	9	372	363	4,033.3%	1,752

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-155	133-035	131-258
R3	132-270	132-150	131-201
R2	132-065	132-065	131-183
R1	131-265	131-265	131-164	131-222
PP	131-180	131-180	131-180	131-159
S1	131-060	131-060	131-126	131-018
S2	130-295	130-295	131-107
S3	130-090	130-175	131-089
S4	129-205	129-290	131-032

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	131-095	1-200	1.2%	0-172	0.4%	10%	False	True	755
10	133-095	131-095	2-000	1.5%	0-141	0.3%	8%	False	True	790
20	133-095	130-015	3-080	2.5%	0-158	0.4%	43%	False	False	403
40	133-095	128-195	4-220	3.6%	0-089	0.2%	61%	False	False	202
60	133-095	128-045	5-050	3.9%	0-059	0.1%	64%	False	False	134
80	133-095	128-045	5-050	3.9%	0-044	0.1%	64%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0-020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	134-211
2.618	133-197
1.618	132-312
1.000	132-185
0.618	132-107
HIGH	131-300
0.618	131-222
0.500	131-198
0.382	131-173
LOW	131-095
0.618	130-288
1.000	130-210
1.618	130-083
2.618	129-198
4.250	128-184

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	131-198	131-240
PP	131-180	131-208
S1	131-162	131-177

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols