ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 131-245 131-130 -0-115 -0.3% 131-020
High 131-245 131-220 -0-025 -0.1% 132-055
Low 131-085 131-110 0-025 0.1% 130-290
Close 131-195 131-205 0-010 0.0% 132-035
Range 0-160 0-110 -0-050 -31.3% 1-085
ATR 0-178 0-173 -0-005 -2.7% 0-000
Volume 1,747 2,206 459 26.3% 12,515
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-188 132-147 131-265
R3 132-078 132-037 131-235
R2 131-288 131-288 131-225
R1 131-247 131-247 131-215 131-267
PP 131-178 131-178 131-178 131-189
S1 131-137 131-137 131-195 131-158
S2 131-068 131-068 131-185
S3 130-278 131-027 131-175
S4 130-168 130-237 131-145
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
5 132-055 131-060 0-315 0.7% 0-174 0.4% 46% False False 1,962
10 132-055 130-220 1-155 1.1% 0-177 0.4% 64% False False 2,056
20 132-295 130-220 2-075 1.7% 0-163 0.4% 43% False False 1,309
40 133-095 130-015 3-080 2.5% 0-147 0.3% 49% False False 762
60 133-095 128-195 4-220 3.6% 0-098 0.2% 65% False False 508
80 133-095 128-045 5-050 3.9% 0-073 0.2% 68% False False 381
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-047
2.618 132-188
1.618 132-078
1.000 132-010
0.618 131-288
HIGH 131-220
0.618 131-178
0.500 131-165
0.382 131-152
LOW 131-110
0.618 131-042
1.000 131-000
1.618 130-252
2.618 130-142
4.250 129-283
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 131-192 131-228
PP 131-178 131-220
S1 131-165 131-212

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

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