ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Aug-2016
Day Change Summary
Previous Current
05-Aug-2016 08-Aug-2016 Change Change % Previous Week
Open 133-005 132-015 -0-310 -0.7% 133-040
High 133-020 132-065 -0-275 -0.6% 133-040
Low 132-015 131-255 -0-080 -0.2% 132-015
Close 132-045 132-015 -0-030 -0.1% 132-045
Range 1-005 0-130 -0-195 -60.0% 1-025
ATR 0-213 0-207 -0-006 -2.8% 0-000
Volume 1,315,208 978,792 -336,416 -25.6% 5,899,425
Daily Pivots for day following 08-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-075 133-015 132-086
R3 132-265 132-205 132-051
R2 132-135 132-135 132-039
R1 132-075 132-075 132-027 132-080
PP 132-005 132-005 132-005 132-008
S1 131-265 131-265 132-003 131-270
S2 131-195 131-195 131-311
S3 131-065 131-135 131-299
S4 130-255 131-005 131-264
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
5 133-030 131-255 1-095 1.0% 0-189 0.4% 19% False True 1,170,533
10 133-045 131-255 1-110 1.0% 0-201 0.5% 19% False True 1,176,585
20 133-080 131-195 1-205 1.2% 0-195 0.5% 27% False False 1,129,546
40 134-075 130-215 3-180 2.7% 0-220 0.5% 39% False False 1,229,634
60 134-075 129-055 5-020 3.8% 0-201 0.5% 57% False False 1,075,999
80 134-075 128-285 5-110 4.0% 0-186 0.4% 59% False False 808,379
100 134-075 128-140 5-255 4.4% 0-164 0.4% 62% False False 646,835
120 134-075 127-310 6-085 4.7% 0-138 0.3% 65% False False 539,029
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 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-298
2.618 133-085
1.618 132-275
1.000 132-195
0.618 132-145
HIGH 132-065
0.618 132-015
0.500 132-000
0.382 131-305
LOW 131-255
0.618 131-175
1.000 131-125
1.618 131-045
2.618 130-235
4.250 130-022
Fisher Pivots for day following 08-Aug-2016
Pivot 1 day 3 day
R1 132-010 132-142
PP 132-005 132-100
S1 132-000 132-058

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

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