ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	131-020	131-205	0-185	0.4%	131-005
High	131-290	131-235	-0-055	-0.1%	131-290
Low	131-020	131-070	0-050	0.1%	130-275
Close	131-180	131-085	-0-095	-0.2%	131-180
Range	0-270	0-165	-0-105	-38.9%	1-015
ATR	0-187	0-185	-0-002	-0.8%	0-000
Volume	13,904	18,086	4,182	30.1%	46,415

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-305	132-200	131-176
R3	132-140	132-035	131-130
R2	131-295	131-295	131-115
R1	131-190	131-190	131-100	131-160
PP	131-130	131-130	131-130	131-115
S1	131-025	131-025	131-070	130-315
S2	130-285	130-285	131-055
S3	130-120	130-180	131-040
S4	129-275	130-015	130-314

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-187	134-038	132-044
R3	133-172	133-023	131-272
R2	132-157	132-157	131-241
R1	132-008	132-008	131-211	132-083
PP	131-142	131-142	131-142	131-179
S1	130-313	130-313	131-149	131-068
S2	130-127	130-127	131-119
S3	129-112	129-298	131-088
S4	128-097	128-283	130-316

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-290	130-295	0-315	0.7%	0-196	0.5%	35%	False	False	12,174
10	132-040	130-275	1-085	1.0%	0-187	0.4%	32%	False	False	8,954
20	132-055	130-220	1-155	1.1%	0-178	0.4%	39%	False	False	5,355
40	133-095	130-015	3-080	2.5%	0-169	0.4%	37%	False	False	2,901
60	133-095	128-240	4-175	3.5%	0-125	0.3%	55%	False	False	1,934
80	133-095	128-045	5-050	3.9%	0-093	0.2%	61%	False	False	1,451
100	133-095	128-045	5-050	3.9%	0-075	0.2%	61%	False	False	1,160

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	0-018
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	133-296
2.618	133-027
1.618	132-182
1.000	132-080
0.618	132-017
HIGH	131-235
0.618	131-172
0.500	131-153
0.382	131-133
LOW	131-070
0.618	130-288
1.000	130-225
1.618	130-123
2.618	129-278
4.250	129-009

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	131-153	131-150
PP	131-130	131-128
S1	131-107	131-107

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