ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 18-Nov-2016

Day Change Summary
	Previous	Current
	17-Nov-2016	18-Nov-2016	Change	Change %	Previous Week
Open	126-160	125-270	-0-210	-0.5%	127-070
High	126-245	126-050	-0-195	-0.5%	127-070
Low	125-265	125-100	-0-165	-0.4%	125-100
Close	126-025	125-180	-0-165	-0.4%	125-180
Range	0-300	0-270	-0-030	-10.0%	1-290
ATR	0-241	0-243	0-002	0.9%	0-000
Volume	1,606,222	1,914,268	308,046	19.2%	9,553,950

Daily Pivots for day following 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	128-067	127-233	126-009
R3	127-117	126-283	125-254
R2	126-167	126-167	125-230
R1	126-013	126-013	125-205	125-275
PP	125-217	125-217	125-217	125-188
S1	125-063	125-063	125-155	125-005
S2	124-267	124-267	125-130
S3	123-317	124-113	125-106
S4	123-047	123-163	125-031

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-240	130-180	126-196
R3	129-270	128-210	126-028
R2	127-300	127-300	125-292
R1	126-240	126-240	125-236	126-125
PP	126-010	126-010	126-010	125-273
S1	124-270	124-270	125-124	124-155
S2	124-040	124-040	125-068
S3	122-070	122-300	125-012
S4	120-100	121-010	124-164

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	127-070	125-100	1-290	1.5%	0-288	0.7%	13%	False	True	1,910,790
10	131-000	125-100	5-220	4.5%	1-012	0.8%	4%	False	True	1,926,144
20	131-000	125-100	5-220	4.5%	0-241	0.6%	4%	False	True	1,579,211
40	131-235	125-100	6-135	5.1%	0-190	0.5%	4%	False	True	1,334,789
60	131-235	125-100	6-135	5.1%	0-189	0.5%	4%	False	True	1,269,098
80	132-055	125-100	6-275	5.5%	0-187	0.5%	4%	False	True	981,933
100	133-095	125-100	7-315	6.4%	0-179	0.4%	3%	False	True	785,763
120	133-095	125-100	7-315	6.4%	0-167	0.4%	3%	False	True	654,804

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	0-102
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	129-238
2.618	128-117
1.618	127-167
1.000	127-000
0.618	126-217
HIGH	126-050
0.618	125-267
0.500	125-235
0.382	125-203
LOW	125-100
0.618	124-253
1.000	124-150
1.618	123-303
2.618	123-033
4.250	121-232

Fisher Pivots for day following 18-Nov-2016
Pivot	1 day	3 day
R1	125-235	126-012
PP	125-217	125-282
S1	125-198	125-231

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols