ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Oct-2016
Day Change Summary
Previous Current
12-Oct-2016 13-Oct-2016 Change Change % Previous Week
Open 129-270 129-285 0-015 0.0% 131-070
High 129-290 130-085 0-115 0.3% 131-075
Low 129-170 129-280 0-110 0.3% 129-230
Close 129-260 130-060 0-120 0.3% 130-020
Range 0-120 0-125 0-005 4.2% 1-165
ATR 0-158 0-157 -0-001 -0.6% 0-000
Volume 1,217,196 1,124,596 -92,600 -7.6% 6,179,899
Daily Pivots for day following 13-Oct-2016
Classic Woodie Camarilla DeMark
R4 131-090 131-040 130-129
R3 130-285 130-235 130-094
R2 130-160 130-160 130-083
R1 130-110 130-110 130-071 130-135
PP 130-035 130-035 130-035 130-047
S1 129-305 129-305 130-049 130-010
S2 129-230 129-230 130-037
S3 129-105 129-180 130-026
S4 128-300 129-055 129-311
Weekly Pivots for week ending 07-Oct-2016
Classic Woodie Camarilla DeMark
R4 134-283 133-317 130-287
R3 133-118 132-152 130-153
R2 131-273 131-273 130-109
R1 130-307 130-307 130-064 130-208
PP 130-108 130-108 130-108 130-059
S1 129-142 129-142 129-296 129-043
S2 128-263 128-263 129-251
S3 127-098 127-297 129-207
S4 125-253 126-132 129-073
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-085 129-170 0-235 0.6% 0-136 0.3% 89% True False 1,050,213
10 131-235 129-170 2-065 1.7% 0-150 0.4% 30% False False 1,160,791
20 131-235 129-170 2-065 1.7% 0-145 0.3% 30% False False 1,053,047
40 131-235 129-170 2-065 1.7% 0-166 0.4% 30% False False 1,021,891
60 132-055 129-170 2-205 2.0% 0-174 0.4% 25% False False 683,721
80 133-095 129-170 3-245 2.9% 0-173 0.4% 17% False False 512,914
100 133-095 128-240 4-175 3.5% 0-145 0.3% 32% False False 410,331
120 133-095 128-045 5-050 4.0% 0-121 0.3% 40% False False 341,943
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 0-036
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-296
2.618 131-092
1.618 130-287
1.000 130-210
0.618 130-162
HIGH 130-085
0.618 130-037
0.500 130-022
0.382 130-008
LOW 129-280
0.618 129-203
1.000 129-155
1.618 129-078
2.618 128-273
4.250 128-069
Fisher Pivots for day following 13-Oct-2016
Pivot 1 day 3 day
R1 130-047 130-029
PP 130-035 129-318
S1 130-022 129-288

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

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