ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Nov-2016
Day Change Summary
Previous Current
18-Nov-2016 21-Nov-2016 Change Change % Previous Week
Open 125-270 125-120 -0-150 -0.4% 127-070
High 126-050 125-280 -0-090 -0.2% 127-070
Low 125-100 125-100 0-000 0.0% 125-100
Close 125-180 125-175 -0-005 0.0% 125-180
Range 0-270 0-180 -0-090 -33.3% 1-290
ATR 0-243 0-239 -0-005 -1.9% 0-000
Volume 1,914,268 1,635,973 -278,295 -14.5% 9,553,950
Daily Pivots for day following 21-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-085 126-310 125-274
R3 126-225 126-130 125-225
R2 126-045 126-045 125-208
R1 125-270 125-270 125-192 125-318
PP 125-185 125-185 125-185 125-209
S1 125-090 125-090 125-159 125-138
S2 125-005 125-005 125-142
S3 124-145 124-230 125-126
S4 123-285 124-050 125-076
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
5 126-315 125-100 1-215 1.3% 0-243 0.6% 14% False True 1,750,092
10 131-000 125-100 5-220 4.5% 1-023 0.9% 4% False True 2,010,899
20 131-000 125-100 5-220 4.5% 0-243 0.6% 4% False True 1,620,618
40 131-235 125-100 6-135 5.1% 0-191 0.5% 4% False True 1,354,984
60 131-235 125-100 6-135 5.1% 0-187 0.5% 4% False True 1,270,655
80 132-050 125-100 6-270 5.5% 0-185 0.5% 3% False True 1,002,354
100 133-095 125-100 7-315 6.4% 0-180 0.4% 3% False True 802,123
120 133-095 125-100 7-315 6.4% 0-169 0.4% 3% False True 668,437
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-101
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 128-085
2.618 127-111
1.618 126-251
1.000 126-140
0.618 126-071
HIGH 125-280
0.618 125-211
0.500 125-190
0.382 125-169
LOW 125-100
0.618 124-309
1.000 124-240
1.618 124-129
2.618 123-269
4.250 122-295
Fisher Pivots for day following 21-Nov-2016
Pivot 1 day 3 day
R1 125-190 126-012
PP 125-185 125-280
S1 125-180 125-228

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

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