ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 131-040 131-020 -0-020 0.0% 132-255
High 131-180 131-085 -0-095 -0.2% 132-255
Low 130-280 130-265 -0-015 0.0% 130-280
Close 130-305 131-030 0-045 0.1% 130-305
Range 0-220 0-140 -0-080 -36.4% 1-295
ATR 0-178 0-176 -0-003 -1.5% 0-000
Volume 404 471 67 16.6% 4,037
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-120 132-055 131-107
R3 131-300 131-235 131-069
R2 131-160 131-160 131-056
R1 131-095 131-095 131-043 131-128
PP 131-020 131-020 131-020 131-036
S1 130-275 130-275 131-017 130-308
S2 130-200 130-200 131-004
S3 130-060 130-135 130-312
S4 129-240 129-315 130-273
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 137-098 136-017 132-003
R3 135-123 134-042 131-154
R2 133-148 133-148 131-098
R1 132-067 132-067 131-041 131-280
PP 131-173 131-173 131-173 131-120
S1 130-092 130-092 130-249 129-305
S2 129-198 129-198 130-192
S3 127-223 128-117 130-136
S4 125-248 126-142 129-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-065 130-265 1-120 1.0% 0-167 0.4% 19% False True 730
10 133-095 130-265 2-150 1.9% 0-160 0.4% 11% False True 626
20 133-095 130-015 3-080 2.5% 0-160 0.4% 32% False False 447
40 133-095 128-240 4-175 3.5% 0-098 0.2% 52% False False 224
60 133-095 128-045 5-050 3.9% 0-065 0.2% 57% False False 149
80 133-095 128-045 5-050 3.9% 0-049 0.1% 57% False False 112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-040
2.618 132-132
1.618 131-312
1.000 131-225
0.618 131-172
HIGH 131-085
0.618 131-032
0.500 131-015
0.382 130-318
LOW 130-265
0.618 130-178
1.000 130-125
1.618 130-038
2.618 129-218
4.250 128-310
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 131-025 131-122
PP 131-020 131-092
S1 131-015 131-061

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

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