ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 04-Aug-2016
Day Change Summary
Previous Current
03-Aug-2016 04-Aug-2016 Change Change % Previous Week
Open 132-130 132-185 0-055 0.1% 132-040
High 132-205 133-030 0-145 0.3% 133-045
Low 132-085 132-145 0-060 0.1% 131-265
Close 132-185 132-305 0-120 0.3% 133-015
Range 0-120 0-205 0-085 70.8% 1-100
ATR 0-205 0-205 0-000 0.0% 0-000
Volume 1,022,489 1,115,628 93,139 9.1% 5,620,277
Daily Pivots for day following 04-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-242 134-158 133-098
R3 134-037 133-273 133-041
R2 133-152 133-152 133-023
R1 133-068 133-068 133-004 133-110
PP 132-267 132-267 132-267 132-288
S1 132-183 132-183 132-286 132-225
S2 132-062 132-062 132-267
S3 131-177 131-298 132-249
S4 130-292 131-093 132-192
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% 0-200 0.5% 82% False False 1,233,690
10 133-045 131-265 1-100 1.0% 0-187 0.4% 86% False False 1,119,837
20 134-005 131-195 2-130 1.8% 0-200 0.5% 56% False False 1,134,269
40 134-075 130-215 3-180 2.7% 0-217 0.5% 64% False False 1,225,334
60 134-075 129-055 5-020 3.8% 0-198 0.5% 75% False False 1,038,150
80 134-075 128-285 5-110 4.0% 0-182 0.4% 76% False False 779,738
100 134-075 128-010 6-065 4.7% 0-160 0.4% 79% False False 623,895
120 134-075 127-310 6-085 4.7% 0-134 0.3% 80% False False 519,912
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-058
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-261
2.618 134-247
1.618 134-042
1.000 133-235
0.618 133-157
HIGH 133-030
0.618 132-272
0.500 132-248
0.382 132-223
LOW 132-145
0.618 132-018
1.000 131-260
1.618 131-133
2.618 130-248
4.250 129-234
Fisher Pivots for day following 04-Aug-2016
Pivot 1 day 3 day
R1 132-286 132-272
PP 132-267 132-240
S1 132-248 132-208

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

View Archives - Comment on this page... - Back to Index of Symbols