ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 131-075 131-090 0-015 0.0% 131-205
High 131-140 131-125 -0-015 0.0% 131-235
Low 131-020 131-045 0-025 0.1% 130-265
Close 131-075 131-080 0-005 0.0% 130-305
Range 0-120 0-080 -0-040 -33.3% 0-290
ATR 0-181 0-173 -0-007 -4.0% 0-000
Volume 213,114 628,470 415,356 194.9% 149,957
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-003 131-282 131-124
R3 131-243 131-202 131-102
R2 131-163 131-163 131-095
R1 131-122 131-122 131-087 131-102
PP 131-083 131-083 131-083 131-074
S1 131-042 131-042 131-073 131-022
S2 131-003 131-003 131-065
S3 130-243 130-282 131-058
S4 130-163 130-202 131-036
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
5 131-160 130-215 0-265 0.6% 0-145 0.3% 70% False False 197,868
10 131-290 130-215 1-075 0.9% 0-181 0.4% 47% False False 107,037
20 132-055 130-215 1-160 1.1% 0-180 0.4% 39% False False 56,310
40 133-095 130-215 2-200 2.0% 0-165 0.4% 22% False False 28,670
60 133-095 128-295 4-120 3.3% 0-143 0.3% 53% False False 19,114
80 133-095 128-195 4-220 3.6% 0-108 0.3% 56% False False 14,336
100 133-095 128-045 5-050 3.9% 0-086 0.2% 60% False False 11,468
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 132-145
2.618 132-014
1.618 131-254
1.000 131-205
0.618 131-174
HIGH 131-125
0.618 131-094
0.500 131-085
0.382 131-076
LOW 131-045
0.618 130-316
1.000 130-285
1.618 130-236
2.618 130-156
4.250 130-025
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 131-085 131-059
PP 131-083 131-038
S1 131-082 131-018

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

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