ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 131-125 131-020 -0-105 -0.2% 131-005
High 131-200 131-120 -0-080 -0.2% 131-290
Low 130-285 130-270 -0-015 0.0% 130-275
Close 131-005 131-040 0-035 0.1% 131-180
Range 0-235 0-170 -0-065 -27.7% 1-015
ATR 0-189 0-187 -0-001 -0.7% 0-000
Volume 15,511 25,959 10,448 67.4% 46,415
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-227 132-143 131-133
R3 132-057 131-293 131-087
R2 131-207 131-207 131-071
R1 131-123 131-123 131-056 131-165
PP 131-037 131-037 131-037 131-058
S1 130-273 130-273 131-024 130-315
S2 130-187 130-187 131-009
S3 130-017 130-103 130-313
S4 129-167 129-253 130-267
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
5 131-290 130-270 1-020 0.8% 0-217 0.5% 26% False True 16,206
10 132-040 130-270 1-090 1.0% 0-200 0.5% 22% False True 12,706
20 132-055 130-220 1-155 1.1% 0-189 0.5% 29% False False 7,381
40 133-095 130-015 3-080 2.5% 0-179 0.4% 33% False False 3,938
60 133-095 128-240 4-175 3.5% 0-131 0.3% 52% False False 2,625
80 133-095 128-045 5-050 3.9% 0-098 0.2% 58% False False 1,969
100 133-095 128-045 5-050 3.9% 0-079 0.2% 58% False False 1,575
Crabel Price Patterns
NR True
NR4 False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-202
2.618 132-245
1.618 132-075
1.000 131-290
0.618 131-225
HIGH 131-120
0.618 131-055
0.500 131-035
0.382 131-015
LOW 130-270
0.618 130-165
1.000 130-100
1.618 129-315
2.618 129-145
4.250 128-188
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 131-038 131-093
PP 131-037 131-075
S1 131-035 131-058

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

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