ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Jul-2016
Day Change Summary
Previous Current
14-Jul-2016 15-Jul-2016 Change Change % Previous Week
Open 132-235 132-110 -0-125 -0.3% 133-275
High 132-290 132-165 -0-125 -0.3% 133-285
Low 132-060 131-250 -0-130 -0.3% 131-250
Close 132-125 131-280 -0-165 -0.4% 131-280
Range 0-230 0-235 0-005 2.2% 2-035
ATR 0-238 0-237 0-000 -0.1% 0-000
Volume 1,366,292 1,236,322 -129,970 -9.5% 6,168,312
Daily Pivots for day following 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-083 133-257 132-089
R3 133-168 133-022 132-025
R2 132-253 132-253 132-003
R1 132-107 132-107 131-302 132-062
PP 132-018 132-018 132-018 131-316
S1 131-192 131-192 131-258 131-148
S2 131-103 131-103 131-237
S3 130-188 130-277 131-215
S4 129-273 130-042 131-151
Weekly Pivots for week ending 15-Jul-2016
Classic Woodie Camarilla DeMark
R4 138-270 137-150 133-011
R3 136-235 135-115 132-146
R2 134-200 134-200 132-084
R1 133-080 133-080 132-022 132-282
PP 132-165 132-165 132-165 132-106
S1 131-045 131-045 131-218 130-248
S2 130-130 130-130 131-156
S3 128-095 129-010 131-094
S4 126-060 126-295 130-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-285 131-250 2-035 1.6% 0-228 0.5% 4% False True 1,233,662
10 134-075 131-250 2-145 1.9% 0-246 0.6% 4% False True 1,269,688
20 134-075 130-215 3-180 2.7% 0-256 0.6% 34% False False 1,324,425
40 134-075 129-055 5-020 3.8% 0-206 0.5% 53% False False 1,174,492
60 134-075 128-285 5-110 4.1% 0-190 0.4% 56% False False 788,486
80 134-075 128-235 5-160 4.2% 0-165 0.4% 57% False False 591,599
100 134-075 127-310 6-085 4.8% 0-135 0.3% 62% False False 473,281
120 134-075 127-190 6-205 5.0% 0-112 0.3% 64% False False 394,401
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 0-048
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-204
2.618 134-140
1.618 133-225
1.000 133-080
0.618 132-310
HIGH 132-165
0.618 132-075
0.500 132-048
0.382 132-020
LOW 131-250
0.618 131-105
1.000 131-015
1.618 130-190
2.618 129-275
4.250 128-211
Fisher Pivots for day following 15-Jul-2016
Pivot 1 day 3 day
R1 132-048 132-115
PP 132-018 132-063
S1 131-309 132-012

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

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