ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 27-Jul-2016
Day Change Summary
Previous Current
26-Jul-2016 27-Jul-2016 Change Change % Previous Week
Open 132-010 132-045 0-035 0.1% 131-300
High 132-110 132-215 0-105 0.2% 132-165
Low 131-275 131-265 -0-010 0.0% 131-195
Close 132-040 132-175 0-135 0.3% 132-040
Range 0-155 0-270 0-115 74.2% 0-290
ATR 0-208 0-212 0-004 2.1% 0-000
Volume 1,023,027 1,171,110 148,083 14.5% 4,856,880
Daily Pivots for day following 27-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-282 134-178 133-004
R3 134-012 133-228 132-249
R2 133-062 133-062 132-224
R1 132-278 132-278 132-200 133-010
PP 132-112 132-112 132-112 132-138
S1 132-008 132-008 132-150 132-060
S2 131-162 131-162 132-126
S3 130-212 131-058 132-101
S4 129-262 130-108 132-026
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
5 132-215 131-195 1-020 0.8% 0-195 0.5% 88% True False 1,040,644
10 132-290 131-195 1-095 1.0% 0-188 0.4% 72% False False 1,038,626
20 134-075 131-195 2-200 2.0% 0-217 0.5% 36% False False 1,176,121
40 134-075 129-155 4-240 3.6% 0-214 0.5% 64% False False 1,206,591
60 134-075 129-055 5-020 3.8% 0-196 0.5% 67% False False 917,691
80 134-075 128-285 5-110 4.0% 0-175 0.4% 68% False False 688,886
100 134-075 127-310 6-085 4.7% 0-149 0.4% 73% False False 551,117
120 134-075 127-310 6-085 4.7% 0-124 0.3% 73% False False 459,264
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-058
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 136-082
2.618 134-282
1.618 134-012
1.000 133-165
0.618 133-062
HIGH 132-215
0.618 132-112
0.500 132-080
0.382 132-048
LOW 131-265
0.618 131-098
1.000 130-315
1.618 130-148
2.618 129-198
4.250 128-078
Fisher Pivots for day following 27-Jul-2016
Pivot 1 day 3 day
R1 132-143 132-143
PP 132-112 132-112
S1 132-080 132-080

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

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