ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Jul-2016
Day Change Summary
Previous Current
18-Jul-2016 19-Jul-2016 Change Change % Previous Week
Open 131-300 132-015 0-035 0.1% 133-275
High 132-080 132-130 0-050 0.1% 133-285
Low 131-235 132-000 0-085 0.2% 131-250
Close 132-010 132-075 0-065 0.2% 131-280
Range 0-165 0-130 -0-035 -21.2% 2-035
ATR 0-232 0-225 -0-007 -3.1% 0-000
Volume 854,813 887,408 32,595 3.8% 6,168,312
Daily Pivots for day following 19-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-138 133-077 132-146
R3 133-008 132-267 132-111
R2 132-198 132-198 132-099
R1 132-137 132-137 132-087 132-168
PP 132-068 132-068 132-068 132-084
S1 132-007 132-007 132-063 132-038
S2 131-258 131-258 132-051
S3 131-128 131-197 132-039
S4 130-318 131-067 132-004
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
5 132-300 131-235 1-065 0.9% 0-182 0.4% 42% False False 1,109,281
10 134-075 131-235 2-160 1.9% 0-214 0.5% 20% False False 1,197,180
20 134-075 130-215 3-180 2.7% 0-258 0.6% 44% False False 1,302,794
40 134-075 129-055 5-020 3.8% 0-207 0.5% 60% False False 1,213,154
60 134-075 128-285 5-110 4.0% 0-190 0.5% 63% False False 817,466
80 134-075 128-245 5-150 4.1% 0-167 0.4% 63% False False 613,376
100 134-075 127-310 6-085 4.7% 0-138 0.3% 68% False False 490,703
120 134-075 127-255 6-140 4.9% 0-115 0.3% 69% False False 408,919
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 134-042
2.618 133-150
1.618 133-020
1.000 132-260
0.618 132-210
HIGH 132-130
0.618 132-080
0.500 132-065
0.382 132-050
LOW 132-000
0.618 131-240
1.000 131-190
1.618 131-110
2.618 130-300
4.250 130-088
Fisher Pivots for day following 19-Jul-2016
Pivot 1 day 3 day
R1 132-072 132-063
PP 132-068 132-052
S1 132-065 132-040

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

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