ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 20-Jul-2016
Day Change Summary
Previous Current
19-Jul-2016 20-Jul-2016 Change Change % Previous Week
Open 132-015 132-095 0-080 0.2% 133-275
High 132-130 132-105 -0-025 -0.1% 133-285
Low 132-000 131-275 -0-045 -0.1% 131-250
Close 132-075 131-315 -0-080 -0.2% 131-280
Range 0-130 0-150 0-020 15.4% 2-035
ATR 0-225 0-220 -0-005 -2.4% 0-000
Volume 887,408 838,211 -49,197 -5.5% 6,168,312
Daily Pivots for day following 20-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-148 133-062 132-078
R3 132-318 132-232 132-036
R2 132-168 132-168 132-022
R1 132-082 132-082 132-009 132-050
PP 132-018 132-018 132-018 132-002
S1 131-252 131-252 131-301 131-220
S2 131-188 131-188 131-288
S3 131-038 131-102 131-274
S4 130-208 130-272 131-232
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
5 132-290 131-235 1-055 0.9% 0-182 0.4% 21% False False 1,036,609
10 134-005 131-235 2-090 1.7% 0-208 0.5% 11% False False 1,137,626
20 134-075 130-215 3-180 2.7% 0-259 0.6% 37% False False 1,295,608
40 134-075 129-055 5-020 3.8% 0-208 0.5% 56% False False 1,224,833
60 134-075 128-285 5-110 4.0% 0-192 0.5% 58% False False 831,398
80 134-075 128-285 5-110 4.0% 0-167 0.4% 58% False False 623,852
100 134-075 127-310 6-085 4.7% 0-139 0.3% 64% False False 499,085
120 134-075 127-310 6-085 4.7% 0-116 0.3% 64% False False 415,904
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-102
2.618 133-178
1.618 133-028
1.000 132-255
0.618 132-198
HIGH 132-105
0.618 132-048
0.500 132-030
0.382 132-012
LOW 131-275
0.618 131-182
1.000 131-125
1.618 131-032
2.618 130-202
4.250 129-278
Fisher Pivots for day following 20-Jul-2016
Pivot 1 day 3 day
R1 132-030 132-022
PP 132-018 132-013
S1 132-007 132-004

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

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