ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 131-005 130-310 -0-015 0.0% 132-035
High 131-070 131-130 0-060 0.1% 132-050
Low 130-275 130-295 0-020 0.0% 131-030
Close 131-020 131-110 0-090 0.2% 131-055
Range 0-115 0-155 0-040 34.8% 1-020
ATR 0-180 0-178 -0-002 -1.0% 0-000
Volume 3,628 15,798 12,170 335.4% 27,402
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-217 132-158 131-195
R3 132-062 132-003 131-153
R2 131-227 131-227 131-138
R1 131-168 131-168 131-124 131-198
PP 131-072 131-072 131-072 131-086
S1 131-013 131-013 131-096 131-043
S2 130-237 130-237 131-082
S3 130-082 130-178 131-067
S4 129-247 130-023 131-025
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-212 133-313 131-242
R3 133-192 132-293 131-149
R2 132-172 132-172 131-117
R1 131-273 131-273 131-086 131-213
PP 131-152 131-152 131-152 131-121
S1 130-253 130-253 131-024 130-193
S2 130-132 130-132 130-313
S3 129-112 129-233 130-282
S4 128-092 128-213 130-188
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-040 130-275 1-085 1.0% 0-177 0.4% 38% False False 8,544
10 132-055 130-275 1-100 1.0% 0-191 0.5% 37% False False 5,498
20 132-055 130-220 1-155 1.1% 0-169 0.4% 44% False False 3,164
40 133-095 130-015 3-080 2.5% 0-158 0.4% 40% False False 1,774
60 133-095 128-195 4-220 3.6% 0-111 0.3% 58% False False 1,183
80 133-095 128-045 5-050 3.9% 0-083 0.2% 62% False False 887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-149
2.618 132-216
1.618 132-061
1.000 131-285
0.618 131-226
HIGH 131-130
0.618 131-071
0.500 131-053
0.382 131-034
LOW 130-295
0.618 130-199
1.000 130-140
1.618 130-044
2.618 129-209
4.250 128-276
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 131-091 131-150
PP 131-072 131-137
S1 131-053 131-123

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

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