ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-Jul-2016
Day Change Summary
Previous Current
12-Jul-2016 13-Jul-2016 Change Change % Previous Week
Open 133-050 132-155 -0-215 -0.5% 133-095
High 133-080 132-300 -0-100 -0.2% 134-075
Low 132-115 132-150 0-035 0.1% 133-000
Close 132-165 132-265 0-100 0.2% 133-255
Range 0-285 0-150 -0-135 -47.4% 1-075
ATR 0-245 0-238 -0-007 -2.8% 0-000
Volume 1,431,378 1,201,572 -229,806 -16.1% 5,182,344
Daily Pivots for day following 13-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-048 133-307 133-028
R3 133-218 133-157 132-306
R2 133-068 133-068 132-292
R1 133-007 133-007 132-279 133-038
PP 132-238 132-238 132-238 132-254
S1 132-177 132-177 132-251 132-208
S2 132-088 132-088 132-238
S3 131-258 132-027 132-224
S4 131-108 131-197 132-182
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
5 134-005 132-115 1-210 1.2% 0-235 0.6% 28% False False 1,238,644
10 134-075 132-115 1-280 1.4% 0-246 0.6% 25% False False 1,313,615
20 134-075 130-215 3-180 2.7% 0-253 0.6% 61% False False 1,326,267
40 134-075 129-055 5-020 3.8% 0-206 0.5% 72% False False 1,113,619
60 134-075 128-285 5-110 4.0% 0-187 0.4% 74% False False 745,170
80 134-075 128-140 5-255 4.4% 0-161 0.4% 76% False False 559,068
100 134-075 127-310 6-085 4.7% 0-130 0.3% 78% False False 447,255
120 134-075 127-050 7-025 5.3% 0-109 0.3% 80% False False 372,712
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 134-298
2.618 134-053
1.618 133-223
1.000 133-130
0.618 133-073
HIGH 132-300
0.618 132-243
0.500 132-225
0.382 132-207
LOW 132-150
0.618 132-057
1.000 132-000
1.618 131-227
2.618 131-077
4.250 130-152
Fisher Pivots for day following 13-Jul-2016
Pivot 1 day 3 day
R1 132-252 133-040
PP 132-238 133-008
S1 132-225 132-297

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

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