ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 28-Jul-2016
Day Change Summary
Previous Current
27-Jul-2016 28-Jul-2016 Change Change % Previous Week
Open 132-045 132-205 0-160 0.4% 131-300
High 132-215 132-240 0-025 0.1% 132-165
Low 131-265 132-110 0-165 0.4% 131-195
Close 132-175 132-180 0-005 0.0% 132-040
Range 0-270 0-130 -0-140 -51.9% 0-290
ATR 0-212 0-206 -0-006 -2.8% 0-000
Volume 1,171,110 1,109,267 -61,843 -5.3% 4,856,880
Daily Pivots for day following 28-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-247 133-183 132-252
R3 133-117 133-053 132-216
R2 132-307 132-307 132-204
R1 132-243 132-243 132-192 132-210
PP 132-177 132-177 132-177 132-160
S1 132-113 132-113 132-168 132-080
S2 132-047 132-047 132-156
S3 131-237 131-303 132-144
S4 131-107 131-173 132-108
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
5 132-240 131-265 0-295 0.7% 0-174 0.4% 80% True False 1,005,984
10 132-240 131-195 1-045 0.9% 0-178 0.4% 84% True False 1,012,924
20 134-075 131-195 2-200 2.0% 0-214 0.5% 36% False False 1,176,683
40 134-075 129-180 4-215 3.5% 0-213 0.5% 64% False False 1,203,150
60 134-075 129-055 5-020 3.8% 0-194 0.5% 67% False False 935,992
80 134-075 128-285 5-110 4.0% 0-175 0.4% 69% False False 702,748
100 134-075 127-310 6-085 4.7% 0-150 0.4% 73% False False 562,210
120 134-075 127-310 6-085 4.7% 0-125 0.3% 73% False False 468,508
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 0-056
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-152
2.618 133-260
1.618 133-130
1.000 133-050
0.618 133-000
HIGH 132-240
0.618 132-190
0.500 132-175
0.382 132-160
LOW 132-110
0.618 132-030
1.000 131-300
1.618 131-220
2.618 131-090
4.250 130-198
Fisher Pivots for day following 28-Jul-2016
Pivot 1 day 3 day
R1 132-178 132-151
PP 132-177 132-122
S1 132-175 132-092

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

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