ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 03-Aug-2016
Day Change Summary
Previous Current
02-Aug-2016 03-Aug-2016 Change Change % Previous Week
Open 132-190 132-130 -0-060 -0.1% 132-040
High 132-230 132-205 -0-025 -0.1% 133-045
Low 132-065 132-085 0-020 0.0% 131-265
Close 132-175 132-185 0-010 0.0% 133-015
Range 0-165 0-120 -0-045 -27.3% 1-100
ATR 0-211 0-205 -0-007 -3.1% 0-000
Volume 1,420,550 1,022,489 -398,061 -28.0% 5,620,277
Daily Pivots for day following 03-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-198 133-152 132-251
R3 133-078 133-032 132-218
R2 132-278 132-278 132-207
R1 132-232 132-232 132-196 132-255
PP 132-158 132-158 132-158 132-170
S1 132-112 132-112 132-174 132-135
S2 132-038 132-038 132-163
S3 131-238 131-312 132-152
S4 131-118 131-192 132-119
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
5 133-045 132-035 1-010 0.8% 0-185 0.4% 45% False False 1,232,418
10 133-045 131-195 1-170 1.2% 0-190 0.4% 63% False False 1,136,531
20 134-005 131-195 2-130 1.8% 0-199 0.5% 40% False False 1,137,079
40 134-075 130-215 3-180 2.7% 0-214 0.5% 54% False False 1,217,275
60 134-075 129-055 5-020 3.8% 0-195 0.5% 67% False False 1,019,595
80 134-075 128-285 5-110 4.0% 0-180 0.4% 69% False False 765,818
100 134-075 128-010 6-065 4.7% 0-158 0.4% 73% False False 612,738
120 134-075 127-310 6-085 4.7% 0-132 0.3% 74% False False 510,615
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-075
2.618 133-199
1.618 133-079
1.000 133-005
0.618 132-279
HIGH 132-205
0.618 132-159
0.500 132-145
0.382 132-131
LOW 132-085
0.618 132-011
1.000 131-285
1.618 131-211
2.618 131-091
4.250 130-215
Fisher Pivots for day following 03-Aug-2016
Pivot 1 day 3 day
R1 132-172 132-212
PP 132-158 132-203
S1 132-145 132-194

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

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