ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Jul-2016
Day Change Summary
Previous Current
07-Jul-2016 08-Jul-2016 Change Change % Previous Week
Open 133-270 133-220 -0-050 -0.1% 133-095
High 133-300 134-005 0-025 0.1% 134-075
Low 133-110 133-015 -0-095 -0.2% 133-000
Close 133-220 133-255 0-035 0.1% 133-255
Range 0-190 0-310 0-120 63.2% 1-075
ATR 0-237 0-242 0-005 2.2% 0-000
Volume 1,171,819 1,455,703 283,884 24.2% 5,182,344
Daily Pivots for day following 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 136-168 136-042 134-106
R3 135-178 135-052 134-020
R2 134-188 134-188 133-312
R1 134-062 134-062 133-283 134-125
PP 133-198 133-198 133-198 133-230
S1 133-072 133-072 133-227 133-135
S2 132-208 132-208 133-198
S3 131-218 132-082 133-170
S4 130-228 131-092 133-084
Weekly Pivots for week ending 08-Jul-2016
Classic Woodie Camarilla DeMark
R4 137-122 136-263 134-152
R3 136-047 135-188 134-044
R2 134-292 134-292 134-007
R1 134-113 134-113 133-291 134-202
PP 133-217 133-217 133-217 133-261
S1 133-038 133-038 133-219 133-128
S2 132-142 132-142 133-183
S3 131-067 131-283 133-146
S4 129-312 130-208 133-038
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-075 132-315 1-080 0.9% 0-265 0.6% 65% False False 1,305,714
10 134-075 130-215 3-180 2.7% 1-013 0.8% 88% False False 1,515,037
20 134-075 130-215 3-180 2.7% 0-243 0.6% 88% False False 1,337,945
40 134-075 129-055 5-020 3.8% 0-201 0.5% 91% False False 1,026,286
60 134-075 128-285 5-110 4.0% 0-180 0.4% 92% False False 685,805
80 134-075 128-140 5-255 4.3% 0-154 0.4% 92% False False 514,497
100 134-075 127-310 6-085 4.7% 0-124 0.3% 93% False False 411,598
120 134-075 127-045 7-030 5.3% 0-103 0.2% 94% False False 342,998
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 138-042
2.618 136-177
1.618 135-187
1.000 134-315
0.618 134-197
HIGH 134-005
0.618 133-207
0.500 133-170
0.382 133-133
LOW 133-015
0.618 132-143
1.000 132-025
1.618 131-153
2.618 130-163
4.250 128-298
Fisher Pivots for day following 08-Jul-2016
Pivot 1 day 3 day
R1 133-227 133-238
PP 133-198 133-222
S1 133-170 133-205

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

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