ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Nov-2016
Day Change Summary
Previous Current
29-Nov-2016 30-Nov-2016 Change Change % Previous Week
Open 125-225 125-255 0-030 0.1% 125-120
High 125-265 125-265 0-000 0.0% 125-310
Low 125-115 124-315 -0-120 -0.3% 124-255
Close 125-245 125-075 -0-170 -0.4% 125-065
Range 0-150 0-270 0-120 80.0% 1-055
ATR 0-225 0-228 0-003 1.4% 0-000
Volume 1,214,689 361,206 -853,483 -70.3% 8,454,099
Daily Pivots for day following 30-Nov-2016
Classic Woodie Camarilla DeMark
R4 127-282 127-128 125-223
R3 127-012 126-178 125-149
R2 126-062 126-062 125-125
R1 125-228 125-228 125-100 125-170
PP 125-112 125-112 125-112 125-083
S1 124-278 124-278 125-050 124-220
S2 124-162 124-162 125-026
S3 123-212 124-008 125-001
S4 122-262 123-058 124-247
Weekly Pivots for week ending 25-Nov-2016
Classic Woodie Camarilla DeMark
R4 128-268 128-062 125-271
R3 127-213 127-007 125-168
R2 126-158 126-158 125-134
R1 125-272 125-272 125-099 125-188
PP 125-103 125-103 125-103 125-061
S1 124-217 124-217 125-031 124-132
S2 124-048 124-048 124-316
S3 122-313 123-162 124-282
S4 121-258 122-107 124-179
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-295 124-255 1-040 0.9% 0-217 0.5% 39% False False 1,727,626
10 126-245 124-255 1-310 1.6% 0-222 0.6% 22% False False 1,790,172
20 131-000 124-255 6-065 5.0% 0-260 0.6% 7% False False 1,784,734
40 131-000 124-255 6-065 5.0% 0-198 0.5% 7% False False 1,446,023
60 131-235 124-255 6-300 5.5% 0-187 0.5% 6% False False 1,328,039
80 131-290 124-255 7-035 5.7% 0-187 0.5% 6% False False 1,138,241
100 132-065 124-255 7-130 5.9% 0-184 0.5% 6% False False 911,091
120 133-095 124-255 8-160 6.8% 0-176 0.4% 5% False False 759,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-043
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 129-132
2.618 128-012
1.618 127-062
1.000 126-215
0.618 126-112
HIGH 125-265
0.618 125-162
0.500 125-130
0.382 125-098
LOW 124-315
0.618 124-148
1.000 124-045
1.618 123-198
2.618 122-248
4.250 121-128
Fisher Pivots for day following 30-Nov-2016
Pivot 1 day 3 day
R1 125-130 125-130
PP 125-112 125-112
S1 125-093 125-093

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

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