ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 03-Nov-2016
Day Change Summary
Previous Current
02-Nov-2016 03-Nov-2016 Change Change % Previous Week
Open 129-235 130-000 0-085 0.2% 130-115
High 130-085 130-100 0-015 0.0% 130-155
Low 129-230 129-255 0-025 0.1% 129-065
Close 130-010 130-010 0-000 0.0% 129-175
Range 0-175 0-165 -0-010 -5.7% 1-090
ATR 0-147 0-149 0-001 0.9% 0-000
Volume 1,480,569 1,078,686 -401,883 -27.1% 5,870,689
Daily Pivots for day following 03-Nov-2016
Classic Woodie Camarilla DeMark
R4 131-190 131-105 130-101
R3 131-025 130-260 130-055
R2 130-180 130-180 130-040
R1 130-095 130-095 130-025 130-138
PP 130-015 130-015 130-015 130-036
S1 129-250 129-250 129-315 129-293
S2 129-170 129-170 129-300
S3 129-005 129-085 129-285
S4 128-160 128-240 129-239
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
5 130-100 129-065 1-035 0.9% 0-154 0.4% 75% True False 1,301,305
10 130-155 129-065 1-090 1.0% 0-144 0.3% 65% False False 1,173,369
20 130-155 129-065 1-090 1.0% 0-138 0.3% 65% False False 1,109,847
40 131-235 129-065 2-170 1.9% 0-151 0.4% 33% False False 1,109,361
60 131-290 129-065 2-225 2.1% 0-164 0.4% 31% False False 965,042
80 132-055 129-065 2-310 2.3% 0-166 0.4% 28% False False 724,641
100 133-095 129-065 4-030 3.1% 0-162 0.4% 20% False False 579,790
120 133-095 128-195 4-220 3.6% 0-138 0.3% 30% False False 483,158
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 0-040
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-161
2.618 131-212
1.618 131-047
1.000 130-265
0.618 130-202
HIGH 130-100
0.618 130-037
0.500 130-018
0.382 129-318
LOW 129-255
0.618 129-153
1.000 129-090
1.618 128-308
2.618 128-143
4.250 127-194
Fisher Pivots for day following 03-Nov-2016
Pivot 1 day 3 day
R1 130-018 129-304
PP 130-015 129-278
S1 130-013 129-252

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

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