ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 22-Jul-2016
Day Change Summary
Previous Current
21-Jul-2016 22-Jul-2016 Change Change % Previous Week
Open 131-310 132-095 0-105 0.2% 131-300
High 132-110 132-165 0-055 0.1% 132-165
Low 131-195 131-290 0-095 0.2% 131-195
Close 132-075 132-040 -0-035 -0.1% 132-040
Range 0-235 0-195 -0-040 -17.0% 0-290
ATR 0-221 0-219 -0-002 -0.8% 0-000
Volume 1,282,566 993,882 -288,684 -22.5% 4,856,880
Daily Pivots for day following 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-003 133-217 132-147
R3 133-128 133-022 132-094
R2 132-253 132-253 132-076
R1 132-147 132-147 132-058 132-102
PP 132-058 132-058 132-058 132-036
S1 131-272 131-272 132-022 131-228
S2 131-183 131-183 132-004
S3 130-308 131-077 131-306
S4 130-113 130-202 131-253
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-257 134-118 132-200
R3 133-287 133-148 132-120
R2 132-317 132-317 132-093
R1 132-178 132-178 132-067 132-248
PP 132-027 132-027 132-027 132-061
S1 131-208 131-208 132-013 131-278
S2 131-057 131-057 131-307
S3 130-087 130-238 131-280
S4 129-117 129-268 131-200
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% 0-175 0.4% 57% True False 971,376
10 133-285 131-195 2-090 1.7% 0-202 0.5% 23% False False 1,102,519
20 134-075 130-215 3-180 2.7% 0-267 0.6% 41% False False 1,308,778
40 134-075 129-055 5-020 3.8% 0-212 0.5% 58% False False 1,222,919
60 134-075 129-055 5-020 3.8% 0-194 0.5% 58% False False 869,155
80 134-075 128-285 5-110 4.0% 0-170 0.4% 61% False False 652,303
100 134-075 127-310 6-085 4.7% 0-144 0.3% 66% False False 521,850
120 134-075 127-310 6-085 4.7% 0-120 0.3% 66% False False 434,875
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 0-043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-034
2.618 134-036
1.618 133-161
1.000 133-040
0.618 132-286
HIGH 132-165
0.618 132-091
0.500 132-068
0.382 132-044
LOW 131-290
0.618 131-169
1.000 131-095
1.618 130-294
2.618 130-099
4.250 129-101
Fisher Pivots for day following 22-Jul-2016
Pivot 1 day 3 day
R1 132-068 132-033
PP 132-058 132-027
S1 132-049 132-020

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

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