ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-Aug-2016
Day Change Summary
Previous Current
08-Aug-2016 09-Aug-2016 Change Change % Previous Week
Open 132-015 131-315 -0-020 0.0% 133-040
High 132-065 132-135 0-070 0.2% 133-040
Low 131-255 131-295 0-040 0.1% 132-015
Close 132-015 132-110 0-095 0.2% 132-045
Range 0-130 0-160 0-030 23.1% 1-025
ATR 0-207 0-204 -0-003 -1.6% 0-000
Volume 978,792 924,123 -54,669 -5.6% 5,899,425
Daily Pivots for day following 09-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-233 133-172 132-198
R3 133-073 133-012 132-154
R2 132-233 132-233 132-139
R1 132-172 132-172 132-125 132-202
PP 132-073 132-073 132-073 132-089
S1 132-012 132-012 132-095 132-042
S2 131-233 131-233 132-081
S3 131-073 131-172 132-066
S4 130-233 131-012 132-022
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% 0-188 0.4% 42% False False 1,071,248
10 133-045 131-255 1-110 1.0% 0-202 0.5% 41% False False 1,166,695
20 133-045 131-195 1-170 1.2% 0-189 0.4% 48% False False 1,104,184
40 134-075 130-215 3-180 2.7% 0-222 0.5% 47% False False 1,225,173
60 134-075 129-055 5-020 3.8% 0-201 0.5% 63% False False 1,091,008
80 134-075 128-285 5-110 4.0% 0-187 0.4% 65% False False 819,918
100 134-075 128-140 5-255 4.4% 0-165 0.4% 67% False False 656,076
120 134-075 127-310 6-085 4.7% 0-139 0.3% 70% False False 546,730
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-050
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-175
2.618 133-234
1.618 133-074
1.000 132-295
0.618 132-234
HIGH 132-135
0.618 132-074
0.500 132-055
0.382 132-036
LOW 131-295
0.618 131-196
1.000 131-135
1.618 131-036
2.618 130-196
4.250 129-255
Fisher Pivots for day following 09-Aug-2016
Pivot 1 day 3 day
R1 132-092 132-138
PP 132-073 132-128
S1 132-055 132-119

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

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