ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 02-Aug-2016
Day Change Summary
Previous Current
01-Aug-2016 02-Aug-2016 Change Change % Previous Week
Open 133-040 132-190 -0-170 -0.4% 132-040
High 133-040 132-230 -0-130 -0.3% 133-045
Low 132-180 132-065 -0-115 -0.3% 131-265
Close 132-255 132-175 -0-080 -0.2% 133-015
Range 0-180 0-165 -0-015 -8.3% 1-100
ATR 0-213 0-211 -0-002 -0.8% 0-000
Volume 1,025,550 1,420,550 395,000 38.5% 5,620,277
Daily Pivots for day following 02-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-012 133-258 132-266
R3 133-167 133-093 132-220
R2 133-002 133-002 132-205
R1 132-248 132-248 132-190 132-202
PP 132-157 132-157 132-157 132-134
S1 132-083 132-083 132-160 132-038
S2 131-312 131-312 132-145
S3 131-147 131-238 132-130
S4 130-302 131-073 132-084
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% 0-215 0.5% 55% False False 1,262,142
10 133-045 131-195 1-170 1.2% 0-193 0.5% 61% False False 1,118,103
20 134-075 131-195 2-200 2.0% 0-204 0.5% 36% False False 1,157,642
40 134-075 130-215 3-180 2.7% 0-214 0.5% 53% False False 1,208,286
60 134-075 129-055 5-020 3.8% 0-196 0.5% 67% False False 1,002,716
80 134-075 128-285 5-110 4.0% 0-180 0.4% 68% False False 753,053
100 134-075 127-310 6-085 4.7% 0-157 0.4% 73% False False 602,513
120 134-075 127-310 6-085 4.7% 0-131 0.3% 73% False False 502,094
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 0-062
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-291
2.618 134-022
1.618 133-177
1.000 133-075
0.618 133-012
HIGH 132-230
0.618 132-167
0.500 132-148
0.382 132-128
LOW 132-065
0.618 131-283
1.000 131-220
1.618 131-118
2.618 130-273
4.250 130-004
Fisher Pivots for day following 02-Aug-2016
Pivot 1 day 3 day
R1 132-166 132-200
PP 132-157 132-192
S1 132-148 132-183

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

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