ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Jul-2016
Day Change Summary
Previous Current
06-Jul-2016 07-Jul-2016 Change Change % Previous Week
Open 133-270 133-270 0-000 0.0% 132-240
High 134-075 133-300 -0-095 -0.2% 133-295
Low 133-185 133-110 -0-075 -0.2% 132-140
Close 133-215 133-220 0-005 0.0% 133-025
Range 0-210 0-190 -0-020 -9.5% 1-155
ATR 0-241 0-237 -0-004 -1.5% 0-000
Volume 1,433,749 1,171,819 -261,930 -18.3% 6,841,190
Daily Pivots for day following 07-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-140 135-050 134-004
R3 134-270 134-180 133-272
R2 134-080 134-080 133-255
R1 133-310 133-310 133-237 133-260
PP 133-210 133-210 133-210 133-185
S1 133-120 133-120 133-203 133-070
S2 133-020 133-020 133-185
S3 132-150 132-250 133-168
S4 131-280 132-060 133-116
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 137-192 136-263 133-286
R3 136-037 135-108 133-156
R2 134-202 134-202 133-112
R1 133-273 133-273 133-069 134-078
PP 133-047 133-047 133-047 133-109
S1 132-118 132-118 132-301 132-242
S2 131-212 131-212 132-258
S3 130-057 130-283 132-214
S4 128-222 129-128 132-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-075 132-140 1-255 1.3% 0-254 0.6% 70% False False 1,403,348
10 134-075 130-215 3-180 2.7% 1-000 0.7% 85% False False 1,479,083
20 134-075 130-215 3-180 2.7% 0-234 0.5% 85% False False 1,316,399
40 134-075 129-055 5-020 3.8% 0-196 0.5% 89% False False 990,090
60 134-075 128-285 5-110 4.0% 0-176 0.4% 90% False False 661,561
80 134-075 128-010 6-065 4.6% 0-150 0.4% 91% False False 496,301
100 134-075 127-310 6-085 4.7% 0-120 0.3% 91% False False 397,041
120 134-075 127-045 7-030 5.3% 0-100 0.2% 92% False False 330,867
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-042
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 136-148
2.618 135-157
1.618 134-287
1.000 134-170
0.618 134-097
HIGH 133-300
0.618 133-227
0.500 133-205
0.382 133-183
LOW 133-110
0.618 132-313
1.000 132-240
1.618 132-123
2.618 131-253
4.250 130-262
Fisher Pivots for day following 07-Jul-2016
Pivot 1 day 3 day
R1 133-215 133-212
PP 133-210 133-205
S1 133-205 133-198

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

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