ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Jul-2016
Day Change Summary
Previous Current
11-Jul-2016 12-Jul-2016 Change Change % Previous Week
Open 133-275 133-050 -0-225 -0.5% 133-095
High 133-285 133-080 -0-205 -0.5% 134-075
Low 133-045 132-115 -0-250 -0.6% 133-000
Close 133-050 132-165 -0-205 -0.5% 133-255
Range 0-240 0-285 0-045 18.8% 1-075
ATR 0-242 0-245 0-003 1.3% 0-000
Volume 932,748 1,431,378 498,630 53.5% 5,182,344
Daily Pivots for day following 12-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-122 134-268 133-002
R3 134-157 133-303 132-243
R2 133-192 133-192 132-217
R1 133-018 133-018 132-191 132-282
PP 132-227 132-227 132-227 132-199
S1 132-053 132-053 132-139 131-318
S2 131-262 131-262 132-113
S3 130-297 131-088 132-087
S4 130-012 130-123 132-008
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
5 134-075 132-115 1-280 1.4% 0-247 0.6% 8% False True 1,285,079
10 134-075 132-115 1-280 1.4% 0-248 0.6% 8% False True 1,307,112
20 134-075 130-215 3-180 2.7% 0-255 0.6% 52% False False 1,346,163
40 134-075 129-055 5-020 3.8% 0-207 0.5% 66% False False 1,084,420
60 134-075 128-285 5-110 4.0% 0-187 0.4% 68% False False 725,162
80 134-075 128-140 5-255 4.4% 0-159 0.4% 70% False False 544,049
100 134-075 127-310 6-085 4.7% 0-129 0.3% 73% False False 435,239
120 134-075 127-050 7-025 5.3% 0-107 0.3% 76% False False 362,699
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 137-011
2.618 135-186
1.618 134-221
1.000 134-045
0.618 133-256
HIGH 133-080
0.618 132-291
0.500 132-258
0.382 132-224
LOW 132-115
0.618 131-259
1.000 131-150
1.618 130-294
2.618 130-009
4.250 128-184
Fisher Pivots for day following 12-Jul-2016
Pivot 1 day 3 day
R1 132-258 133-060
PP 132-227 132-308
S1 132-196 132-237

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

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