ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-Jul-2016
Day Change Summary
Previous Current
08-Jul-2016 11-Jul-2016 Change Change % Previous Week
Open 133-220 133-275 0-055 0.1% 133-095
High 134-005 133-285 -0-040 -0.1% 134-075
Low 133-015 133-045 0-030 0.1% 133-000
Close 133-255 133-050 -0-205 -0.5% 133-255
Range 0-310 0-240 -0-070 -22.6% 1-075
ATR 0-242 0-242 0-000 -0.1% 0-000
Volume 1,455,703 932,748 -522,955 -35.9% 5,182,344
Daily Pivots for day following 11-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-207 135-048 133-182
R3 134-287 134-128 133-116
R2 134-047 134-047 133-094
R1 133-208 133-208 133-072 133-168
PP 133-127 133-127 133-127 133-106
S1 132-288 132-288 133-028 132-248
S2 132-207 132-207 133-006
S3 131-287 132-048 132-304
S4 131-047 131-128 132-238
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
5 134-075 133-000 1-075 0.9% 0-253 0.6% 13% False False 1,223,018
10 134-075 132-140 1-255 1.3% 0-244 0.6% 40% False False 1,295,628
20 134-075 130-215 3-180 2.7% 0-246 0.6% 70% False False 1,329,721
40 134-075 129-055 5-020 3.8% 0-203 0.5% 79% False False 1,049,225
60 134-075 128-285 5-110 4.0% 0-183 0.4% 80% False False 701,324
80 134-075 128-140 5-255 4.4% 0-157 0.4% 81% False False 526,157
100 134-075 127-310 6-085 4.7% 0-126 0.3% 83% False False 420,925
120 134-075 127-050 7-025 5.3% 0-105 0.2% 85% False False 350,771
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-025
2.618 135-273
1.618 135-033
1.000 134-205
0.618 134-113
HIGH 133-285
0.618 133-193
0.500 133-165
0.382 133-137
LOW 133-045
0.618 132-217
1.000 132-125
1.618 131-297
2.618 131-057
4.250 129-305
Fisher Pivots for day following 11-Jul-2016
Pivot 1 day 3 day
R1 133-165 133-170
PP 133-127 133-130
S1 133-088 133-090

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

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