ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 131-080 131-110 0-030 0.1% 131-205
High 131-160 131-135 -0-025 -0.1% 131-235
Low 131-030 130-265 -0-085 -0.2% 130-265
Close 131-125 130-305 -0-140 -0.3% 130-305
Range 0-130 0-190 0-060 46.2% 0-290
ATR 0-183 0-184 0-000 0.3% 0-000
Volume 11,241 79,160 67,919 604.2% 149,957
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-272 132-158 131-090
R3 132-082 131-288 131-037
R2 131-212 131-212 131-020
R1 131-098 131-098 131-002 131-060
PP 131-022 131-022 131-022 131-002
S1 130-228 130-228 130-288 130-190
S2 130-152 130-152 130-270
S3 129-282 130-038 130-253
S4 129-092 129-168 130-200
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-285 133-105 131-145
R3 132-315 132-135 131-065
R2 132-025 132-025 131-038
R1 131-165 131-165 131-012 131-110
PP 131-055 131-055 131-055 131-027
S1 130-195 130-195 130-278 130-140
S2 130-085 130-085 130-252
S3 129-115 129-225 130-225
S4 128-145 128-255 130-145
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-235 130-265 0-290 0.7% 0-178 0.4% 14% False True 29,991
10 131-290 130-265 1-025 0.8% 0-182 0.4% 12% False True 19,637
20 132-055 130-265 1-110 1.0% 0-185 0.4% 9% False True 11,814
40 133-095 130-055 3-040 2.4% 0-182 0.4% 25% False False 6,198
60 133-095 128-295 4-120 3.3% 0-137 0.3% 46% False False 4,132
80 133-095 128-195 4-220 3.6% 0-102 0.2% 50% False False 3,099
100 133-095 128-045 5-050 3.9% 0-082 0.2% 55% False False 2,479
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 0-033
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-303
2.618 132-312
1.618 132-122
1.000 132-005
0.618 131-252
HIGH 131-135
0.618 131-062
0.500 131-040
0.382 131-018
LOW 130-265
0.618 130-148
1.000 130-075
1.618 129-278
2.618 129-088
4.250 128-097
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 131-040 131-052
PP 131-022 131-030
S1 131-003 131-007

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

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