ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Aug-2016
Day Change Summary
Previous Current
29-Jul-2016 01-Aug-2016 Change Change % Previous Week
Open 132-210 133-040 0-150 0.4% 132-040
High 133-045 133-040 -0-005 0.0% 133-045
Low 132-035 132-180 0-145 0.3% 131-265
Close 133-015 132-255 -0-080 -0.2% 133-015
Range 1-010 0-180 -0-150 -45.5% 1-100
ATR 0-215 0-213 -0-003 -1.2% 0-000
Volume 1,584,235 1,025,550 -558,685 -35.3% 5,620,277
Daily Pivots for day following 01-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-165 134-070 133-034
R3 133-305 133-210 132-304
R2 133-125 133-125 132-288
R1 133-030 133-030 132-272 132-308
PP 132-265 132-265 132-265 132-244
S1 132-170 132-170 132-238 132-128
S2 132-085 132-085 132-222
S3 131-225 131-310 132-206
S4 131-045 131-130 132-156
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 136-195 136-045 133-246
R3 135-095 134-265 133-130
R2 133-315 133-315 133-092
R1 133-165 133-165 133-054 133-240
PP 132-215 132-215 132-215 132-252
S1 132-065 132-065 132-296 132-140
S2 131-115 131-115 132-258
S3 130-015 130-285 132-220
S4 128-235 129-185 132-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-045 131-265 1-100 1.0% 0-213 0.5% 74% False False 1,182,637
10 133-045 131-195 1-170 1.2% 0-190 0.4% 78% False False 1,064,789
20 134-075 131-195 2-200 2.0% 0-211 0.5% 45% False False 1,142,668
40 134-075 130-200 3-195 2.7% 0-213 0.5% 60% False False 1,199,766
60 134-075 129-055 5-020 3.8% 0-197 0.5% 72% False False 979,226
80 134-075 128-285 5-110 4.0% 0-179 0.4% 73% False False 735,301
100 134-075 127-310 6-085 4.7% 0-155 0.4% 77% False False 588,308
120 134-075 127-310 6-085 4.7% 0-130 0.3% 77% False False 490,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-165
2.618 134-191
1.618 134-011
1.000 133-220
0.618 133-151
HIGH 133-040
0.618 132-291
0.500 132-270
0.382 132-249
LOW 132-180
0.618 132-069
1.000 132-000
1.618 131-209
2.618 131-029
4.250 130-055
Fisher Pivots for day following 01-Aug-2016
Pivot 1 day 3 day
R1 132-270 132-237
PP 132-265 132-218
S1 132-260 132-200

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

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