ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 10-Nov-2016
Day Change Summary
Previous Current
09-Nov-2016 10-Nov-2016 Change Change % Previous Week
Open 129-165 128-030 -1-135 -1.1% 129-190
High 131-000 128-160 -2-160 -1.9% 130-120
Low 127-265 127-095 -0-170 -0.4% 129-085
Close 128-010 127-180 -0-150 -0.4% 130-080
Range 3-055 1-065 -1-310 -62.1% 1-035
ATR 0-214 0-227 0-012 5.7% 0-000
Volume 4,231,834 3,054,870 -1,176,964 -27.8% 6,452,098
Daily Pivots for day following 10-Nov-2016
Classic Woodie Camarilla DeMark
R4 131-127 130-218 128-072
R3 130-062 129-153 127-286
R2 128-317 128-317 127-251
R1 128-088 128-088 127-215 128-010
PP 127-252 127-252 127-252 127-213
S1 127-023 127-023 127-145 126-265
S2 126-187 126-187 127-109
S3 125-122 125-278 127-074
S4 124-057 124-213 126-288
Weekly Pivots for week ending 04-Nov-2016
Classic Woodie Camarilla DeMark
R4 133-093 132-282 130-275
R3 132-058 131-247 130-178
R2 131-023 131-023 130-145
R1 130-212 130-212 130-113 130-278
PP 129-308 129-308 129-308 130-021
S1 129-177 129-177 130-047 129-242
S2 128-273 128-273 130-015
S3 127-238 128-142 129-302
S4 126-203 127-107 129-205
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-000 127-095 3-225 2.9% 1-045 0.9% 7% False True 2,089,476
10 131-000 127-095 3-225 2.9% 0-260 0.6% 7% False True 1,695,390
20 131-000 127-095 3-225 2.9% 0-196 0.5% 7% False True 1,369,662
40 131-235 127-095 4-140 3.5% 0-170 0.4% 6% False True 1,211,355
60 131-235 127-095 4-140 3.5% 0-176 0.4% 6% False True 1,137,815
80 132-055 127-095 4-280 3.8% 0-179 0.4% 5% False True 855,206
100 133-095 127-095 6-000 4.7% 0-177 0.4% 4% False True 684,264
120 133-095 127-095 6-000 4.7% 0-154 0.4% 4% False True 570,220
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 0-096
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-196
2.618 131-208
1.618 130-143
1.000 129-225
0.618 129-078
HIGH 128-160
0.618 128-013
0.500 127-288
0.382 127-242
LOW 127-095
0.618 126-177
1.000 126-030
1.618 125-112
2.618 124-047
4.250 122-059
Fisher Pivots for day following 10-Nov-2016
Pivot 1 day 3 day
R1 127-288 129-048
PP 127-252 128-198
S1 127-216 128-029

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

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