ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	131-255	132-035	0-100	0.2%	131-020
High	132-055	132-050	-0-005	0.0%	132-055
Low	131-060	131-210	0-150	0.4%	130-290
Close	132-035	131-275	-0-080	-0.2%	132-035
Range	0-315	0-160	-0-155	-49.2%	1-085
ATR	0-179	0-177	-0-001	-0.7%	0-000
Volume	2,321	2,358	37	1.6%	12,515

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-125	133-040	132-043
R3	132-285	132-200	131-319
R2	132-125	132-125	131-304
R1	132-040	132-040	131-290	132-003
PP	131-285	131-285	131-285	131-266
S1	131-200	131-200	131-260	131-163
S2	131-125	131-125	131-246
S3	130-285	131-040	131-231
S4	130-125	130-200	131-187

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-168	135-027	132-258
R3	134-083	133-262	132-146
R2	132-318	132-318	132-109
R1	132-177	132-177	132-072	132-248
PP	131-233	131-233	131-233	131-269
S1	131-092	131-092	131-318	131-163
S2	130-148	130-148	131-281
S3	129-063	130-007	131-244
S4	127-298	128-242	131-132

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-055	130-290	1-085	1.0%	0-200	0.5%	75%	False	False	2,453
10	132-055	130-220	1-155	1.1%	0-169	0.4%	79%	False	False	1,756
20	133-095	130-220	2-195	2.0%	0-164	0.4%	45%	False	False	1,191
40	133-095	130-015	3-080	2.5%	0-140	0.3%	56%	False	False	663
60	133-095	128-195	4-220	3.6%	0-093	0.2%	69%	False	False	442
80	133-095	128-045	5-050	3.9%	0-070	0.2%	72%	False	False	331

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-049
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-090
2.618	133-149
1.618	132-309
1.000	132-210
0.618	132-149
HIGH	132-050
0.618	131-309
0.500	131-290
0.382	131-271
LOW	131-210
0.618	131-111
1.000	131-050
1.618	130-271
2.618	130-111
4.250	129-170

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	131-290	131-256
PP	131-285	131-237
S1	131-280	131-218

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