ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Aug-2016
Day Change Summary
Previous Current
04-Aug-2016 05-Aug-2016 Change Change % Previous Week
Open 132-185 133-005 0-140 0.3% 133-040
High 133-030 133-020 -0-010 0.0% 133-040
Low 132-145 132-015 -0-130 -0.3% 132-015
Close 132-305 132-045 -0-260 -0.6% 132-045
Range 0-205 1-005 0-120 58.5% 1-025
ATR 0-205 0-213 0-009 4.2% 0-000
Volume 1,115,628 1,315,208 199,580 17.9% 5,899,425
Daily Pivots for day following 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 135-148 134-262 132-224
R3 134-143 133-257 132-134
R2 133-138 133-138 132-105
R1 132-252 132-252 132-075 132-192
PP 132-133 132-133 132-133 132-104
S1 131-247 131-247 132-015 131-188
S2 131-128 131-128 131-305
S3 130-123 130-242 131-276
S4 129-118 129-237 131-186
Weekly Pivots for week ending 05-Aug-2016
Classic Woodie Camarilla DeMark
R4 135-215 134-315 132-235
R3 134-190 133-290 132-140
R2 133-165 133-165 132-108
R1 132-265 132-265 132-077 132-202
PP 132-140 132-140 132-140 132-109
S1 131-240 131-240 132-013 131-178
S2 131-115 131-115 131-302
S3 130-090 130-215 131-270
S4 129-065 129-190 131-175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-040 132-015 1-025 0.8% 0-199 0.5% 9% False True 1,179,885
10 133-045 131-265 1-100 1.0% 0-200 0.5% 24% False False 1,151,970
20 133-285 131-195 2-090 1.7% 0-201 0.5% 23% False False 1,127,244
40 134-075 130-215 3-180 2.7% 0-222 0.5% 41% False False 1,232,595
60 134-075 129-055 5-020 3.8% 0-201 0.5% 59% False False 1,059,938
80 134-075 128-285 5-110 4.0% 0-185 0.4% 61% False False 796,165
100 134-075 128-140 5-255 4.4% 0-163 0.4% 64% False False 637,047
120 134-075 127-310 6-085 4.7% 0-136 0.3% 67% False False 530,872
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137-121
2.618 135-231
1.618 134-226
1.000 134-025
0.618 133-221
HIGH 133-020
0.618 132-216
0.500 132-178
0.382 132-139
LOW 132-015
0.618 131-134
1.000 131-010
1.618 130-129
2.618 129-124
4.250 127-234
Fisher Pivots for day following 05-Aug-2016
Pivot 1 day 3 day
R1 132-178 132-182
PP 132-133 132-137
S1 132-089 132-091

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

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