ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 26-Jul-2016
Day Change Summary
Previous Current
25-Jul-2016 26-Jul-2016 Change Change % Previous Week
Open 132-040 132-010 -0-030 -0.1% 131-300
High 132-085 132-110 0-025 0.1% 132-165
Low 131-285 131-275 -0-010 0.0% 131-195
Close 132-020 132-040 0-020 0.0% 132-040
Range 0-120 0-155 0-035 29.2% 0-290
ATR 0-212 0-208 -0-004 -1.9% 0-000
Volume 732,638 1,023,027 290,389 39.6% 4,856,880
Daily Pivots for day following 26-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-180 133-105 132-125
R3 133-025 132-270 132-083
R2 132-190 132-190 132-068
R1 132-115 132-115 132-054 132-152
PP 132-035 132-035 132-035 132-054
S1 131-280 131-280 132-026 131-318
S2 131-200 131-200 132-012
S3 131-045 131-125 131-317
S4 130-210 130-290 131-275
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% 0-171 0.4% 57% False False 974,064
10 132-300 131-195 1-105 1.0% 0-176 0.4% 39% False False 1,041,673
20 134-075 131-195 2-200 2.0% 0-212 0.5% 20% False False 1,174,392
40 134-075 129-055 5-020 3.8% 0-211 0.5% 58% False False 1,214,991
60 134-075 129-055 5-020 3.8% 0-194 0.5% 58% False False 898,306
80 134-075 128-285 5-110 4.0% 0-172 0.4% 61% False False 674,248
100 134-075 127-310 6-085 4.7% 0-146 0.3% 66% False False 539,406
120 134-075 127-310 6-085 4.7% 0-122 0.3% 66% False False 449,505
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-049
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-129
2.618 133-196
1.618 133-041
1.000 132-265
0.618 132-206
HIGH 132-110
0.618 132-051
0.500 132-032
0.382 132-014
LOW 131-275
0.618 131-179
1.000 131-120
1.618 131-024
2.618 130-189
4.250 129-256
Fisher Pivots for day following 26-Jul-2016
Pivot 1 day 3 day
R1 132-038 132-060
PP 132-035 132-053
S1 132-032 132-047

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

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