ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-Jul-2016
Day Change Summary
Previous Current
15-Jul-2016 18-Jul-2016 Change Change % Previous Week
Open 132-110 131-300 -0-130 -0.3% 133-275
High 132-165 132-080 -0-085 -0.2% 133-285
Low 131-250 131-235 -0-015 0.0% 131-250
Close 131-280 132-010 0-050 0.1% 131-280
Range 0-235 0-165 -0-070 -29.8% 2-035
ATR 0-237 0-232 -0-005 -2.2% 0-000
Volume 1,236,322 854,813 -381,509 -30.9% 6,168,312
Daily Pivots for day following 18-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-177 133-098 132-101
R3 133-012 132-253 132-055
R2 132-167 132-167 132-040
R1 132-088 132-088 132-025 132-128
PP 132-002 132-002 132-002 132-021
S1 131-243 131-243 131-315 131-282
S2 131-157 131-157 131-300
S3 130-312 131-078 131-285
S4 130-147 130-233 131-239
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
5 133-080 131-235 1-165 1.1% 0-213 0.5% 20% False True 1,218,075
10 134-075 131-235 2-160 1.9% 0-233 0.6% 12% False True 1,220,546
20 134-075 130-215 3-180 2.7% 0-258 0.6% 38% False False 1,308,658
40 134-075 129-055 5-020 3.8% 0-206 0.5% 56% False False 1,192,444
60 134-075 128-285 5-110 4.0% 0-190 0.5% 59% False False 802,693
80 134-075 128-245 5-150 4.1% 0-166 0.4% 60% False False 602,284
100 134-075 127-310 6-085 4.7% 0-137 0.3% 65% False False 481,829
120 134-075 127-205 6-190 5.0% 0-114 0.3% 67% False False 401,524
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-141
2.618 133-192
1.618 133-027
1.000 132-245
0.618 132-182
HIGH 132-080
0.618 132-017
0.500 131-318
0.382 131-298
LOW 131-235
0.618 131-133
1.000 131-070
1.618 130-288
2.618 130-123
4.250 129-174
Fisher Pivots for day following 18-Jul-2016
Pivot 1 day 3 day
R1 132-006 132-102
PP 132-002 132-072
S1 131-318 132-041

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

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