ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 05-Dec-2016
Day Change Summary
Previous Current
02-Dec-2016 05-Dec-2016 Change Change % Previous Week
Open 124-235 125-195 0-280 0.7% 125-115
High 125-120 125-245 0-125 0.3% 125-265
Low 124-235 124-235 0-000 0.0% 124-110
Close 125-075 125-060 -0-015 0.0% 125-075
Range 0-205 1-010 0-125 61.0% 1-155
ATR 0-230 0-238 0-007 3.1% 0-000
Volume 42,433 52,882 10,449 24.6% 4,218,839
Daily Pivots for day following 05-Dec-2016
Classic Woodie Camarilla DeMark
R4 128-103 127-252 125-241
R3 127-093 126-242 125-151
R2 126-083 126-083 125-120
R1 125-232 125-232 125-090 125-152
PP 125-073 125-073 125-073 125-034
S1 124-222 124-222 125-030 124-143
S2 124-063 124-063 125-000
S3 123-053 123-212 124-289
S4 122-043 122-202 124-199
Weekly Pivots for week ending 02-Dec-2016
Classic Woodie Camarilla DeMark
R4 129-188 128-287 126-016
R3 128-033 127-132 125-206
R2 126-198 126-198 125-162
R1 125-297 125-297 125-119 125-170
PP 125-043 125-043 125-043 124-300
S1 124-142 124-142 125-031 124-015
S2 123-208 123-208 124-308
S3 122-053 122-307 124-264
S4 120-218 121-152 124-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-265 124-110 1-155 1.2% 0-244 0.6% 57% False False 352,756
10 125-310 124-110 1-200 1.3% 0-220 0.5% 52% False False 1,272,582
20 131-000 124-110 6-210 5.3% 0-276 0.7% 13% False False 1,599,363
40 131-000 124-110 6-210 5.3% 0-207 0.5% 13% False False 1,350,654
60 131-235 124-110 7-125 5.9% 0-192 0.5% 11% False False 1,273,642
80 131-290 124-110 7-180 6.0% 0-190 0.5% 11% False False 1,140,228
100 132-055 124-110 7-265 6.3% 0-187 0.5% 11% False False 912,942
120 133-095 124-110 8-305 7.2% 0-182 0.5% 9% False False 760,853
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 130-047
2.618 128-149
1.618 127-139
1.000 126-255
0.618 126-129
HIGH 125-245
0.618 125-119
0.500 125-080
0.382 125-041
LOW 124-235
0.618 124-031
1.000 123-225
1.618 123-021
2.618 122-011
4.250 120-113
Fisher Pivots for day following 05-Dec-2016
Pivot 1 day 3 day
R1 125-080 125-046
PP 125-073 125-032
S1 125-067 125-018

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

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