ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Oct-2016
Day Change Summary
Previous Current
27-Oct-2016 28-Oct-2016 Change Change % Previous Week
Open 129-285 129-135 -0-150 -0.4% 130-115
High 129-290 129-215 -0-075 -0.2% 130-155
Low 129-095 129-065 -0-030 -0.1% 129-065
Close 129-165 129-175 0-010 0.0% 129-175
Range 0-195 0-150 -0-045 -23.1% 1-090
ATR 0-145 0-146 0-000 0.2% 0-000
Volume 1,582,265 1,390,479 -191,786 -12.1% 5,870,689
Daily Pivots for day following 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 130-282 130-218 129-258
R3 130-132 130-068 129-216
R2 129-302 129-302 129-203
R1 129-238 129-238 129-189 129-270
PP 129-152 129-152 129-152 129-168
S1 129-088 129-088 129-161 129-120
S2 129-002 129-002 129-148
S3 128-172 128-258 129-134
S4 128-022 128-108 129-092
Weekly Pivots for week ending 28-Oct-2016
Classic Woodie Camarilla DeMark
R4 133-188 132-272 130-081
R3 132-098 131-182 129-288
R2 131-008 131-008 129-250
R1 130-092 130-092 129-213 130-005
PP 129-238 129-238 129-238 129-195
S1 129-002 129-002 129-137 128-235
S2 128-148 128-148 129-100
S3 127-058 127-232 129-062
S4 125-288 126-142 128-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-155 129-065 1-090 1.0% 0-147 0.4% 27% False True 1,174,137
10 130-155 129-065 1-090 1.0% 0-132 0.3% 27% False True 1,061,054
20 131-075 129-065 2-010 1.6% 0-138 0.3% 17% False True 1,088,335
40 131-235 129-065 2-170 2.0% 0-158 0.4% 14% False True 1,099,910
60 132-025 129-065 2-280 2.2% 0-165 0.4% 12% False True 880,273
80 132-295 129-065 3-230 2.9% 0-166 0.4% 9% False True 660,733
100 133-095 129-065 4-030 3.2% 0-159 0.4% 8% False True 528,630
120 133-095 128-195 4-220 3.6% 0-133 0.3% 20% False False 440,525
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 0-039
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-213
2.618 130-288
1.618 130-138
1.000 130-045
0.618 129-308
HIGH 129-215
0.618 129-158
0.500 129-140
0.382 129-122
LOW 129-065
0.618 128-292
1.000 128-235
1.618 128-142
2.618 127-312
4.250 127-067
Fisher Pivots for day following 28-Oct-2016
Pivot 1 day 3 day
R1 129-163 129-240
PP 129-152 129-218
S1 129-140 129-197

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

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