ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 21-Jul-2016
Day Change Summary
Previous Current
20-Jul-2016 21-Jul-2016 Change Change % Previous Week
Open 132-095 131-310 -0-105 -0.2% 133-275
High 132-105 132-110 0-005 0.0% 133-285
Low 131-275 131-195 -0-080 -0.2% 131-250
Close 131-315 132-075 0-080 0.2% 131-280
Range 0-150 0-235 0-085 56.7% 2-035
ATR 0-220 0-221 0-001 0.5% 0-000
Volume 838,211 1,282,566 444,355 53.0% 6,168,312
Daily Pivots for day following 21-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-085 133-315 132-204
R3 133-170 133-080 132-140
R2 132-255 132-255 132-118
R1 132-165 132-165 132-097 132-210
PP 132-020 132-020 132-020 132-042
S1 131-250 131-250 132-053 131-295
S2 131-105 131-105 132-032
S3 130-190 131-015 132-010
S4 129-275 130-100 131-266
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
5 132-165 131-195 0-290 0.7% 0-183 0.4% 69% False True 1,019,864
10 134-005 131-195 2-130 1.8% 0-213 0.5% 26% False True 1,148,701
20 134-075 130-215 3-180 2.7% 0-266 0.6% 44% False False 1,313,892
40 134-075 129-055 5-020 3.8% 0-210 0.5% 60% False False 1,232,097
60 134-075 129-040 5-035 3.9% 0-194 0.5% 61% False False 852,720
80 134-075 128-285 5-110 4.0% 0-168 0.4% 63% False False 639,879
100 134-075 127-310 6-085 4.7% 0-142 0.3% 68% False False 511,911
120 134-075 127-310 6-085 4.7% 0-118 0.3% 68% False False 426,592
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-149
2.618 134-085
1.618 133-170
1.000 133-025
0.618 132-255
HIGH 132-110
0.618 132-020
0.500 131-312
0.382 131-285
LOW 131-195
0.618 131-050
1.000 130-280
1.618 130-135
2.618 129-220
4.250 128-156
Fisher Pivots for day following 21-Jul-2016
Pivot 1 day 3 day
R1 132-048 132-051
PP 132-020 132-027
S1 131-312 132-002

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

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