ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 131-165 131-020 -0-145 -0.3% 131-020
High 131-180 131-095 -0-085 -0.2% 131-180
Low 131-000 130-310 -0-010 0.0% 130-220
Close 131-060 131-035 -0-025 -0.1% 131-060
Range 0-180 0-105 -0-075 -41.7% 0-280
ATR 0-171 0-166 -0-005 -2.8% 0-000
Volume 271 2,607 2,336 862.0% 3,163
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 132-035 131-300 131-093
R3 131-250 131-195 131-064
R2 131-145 131-145 131-054
R1 131-090 131-090 131-045 131-118
PP 131-040 131-040 131-040 131-054
S1 130-305 130-305 131-025 131-013
S2 130-255 130-255 131-016
S3 130-150 130-200 131-006
S4 130-045 130-095 130-297
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-247 133-113 131-214
R3 132-287 132-153 131-137
R2 132-007 132-007 131-111
R1 131-193 131-193 131-086 131-260
PP 131-047 131-047 131-047 131-080
S1 130-233 130-233 131-034 130-300
S2 130-087 130-087 131-009
S3 129-127 129-273 130-303
S4 128-167 128-313 130-226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-220 0-280 0.7% 0-138 0.3% 48% False False 1,059
10 132-065 130-220 1-165 1.2% 0-152 0.4% 28% False False 895
20 133-095 130-220 2-195 2.0% 0-136 0.3% 16% False False 711
40 133-095 128-295 4-120 3.3% 0-115 0.3% 50% False False 356
60 133-095 128-195 4-220 3.6% 0-077 0.2% 53% False False 237
80 133-095 128-045 5-050 3.9% 0-058 0.1% 58% False False 178
Crabel Price Patterns
NR True
NR4 True
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-221
2.618 132-050
1.618 131-265
1.000 131-200
0.618 131-160
HIGH 131-095
0.618 131-055
0.500 131-043
0.382 131-030
LOW 130-310
0.618 130-245
1.000 130-205
1.618 130-140
2.618 130-035
4.250 129-184
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 131-043 131-040
PP 131-040 131-038
S1 131-038 131-037

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

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