ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 10-Aug-2016
Day Change Summary
Previous Current
09-Aug-2016 10-Aug-2016 Change Change % Previous Week
Open 131-315 132-100 0-105 0.2% 133-040
High 132-135 132-250 0-115 0.3% 133-040
Low 131-295 132-100 0-125 0.3% 132-015
Close 132-110 132-235 0-125 0.3% 132-045
Range 0-160 0-150 -0-010 -6.3% 1-025
ATR 0-204 0-200 -0-004 -1.9% 0-000
Volume 924,123 1,027,376 103,253 11.2% 5,899,425
Daily Pivots for day following 10-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-005 133-270 132-318
R3 133-175 133-120 132-276
R2 133-025 133-025 132-262
R1 132-290 132-290 132-249 132-318
PP 132-195 132-195 132-195 132-209
S1 132-140 132-140 132-221 132-168
S2 132-045 132-045 132-208
S3 131-215 131-310 132-194
S4 131-065 131-160 132-152
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% 0-194 0.5% 72% False False 1,072,225
10 133-045 131-255 1-110 1.0% 0-190 0.4% 70% False False 1,152,321
20 133-045 131-195 1-170 1.2% 0-189 0.4% 73% False False 1,095,474
40 134-075 130-215 3-180 2.7% 0-221 0.5% 58% False False 1,210,870
60 134-075 129-055 5-020 3.8% 0-200 0.5% 70% False False 1,107,570
80 134-075 128-285 5-110 4.0% 0-188 0.4% 72% False False 832,746
100 134-075 128-140 5-255 4.4% 0-167 0.4% 74% False False 666,350
120 134-075 127-310 6-085 4.7% 0-140 0.3% 76% False False 555,291
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-248
2.618 134-003
1.618 133-173
1.000 133-080
0.618 133-023
HIGH 132-250
0.618 132-193
0.500 132-175
0.382 132-157
LOW 132-100
0.618 132-007
1.000 131-270
1.618 131-177
2.618 131-027
4.250 130-102
Fisher Pivots for day following 10-Aug-2016
Pivot 1 day 3 day
R1 132-215 132-188
PP 132-195 132-140
S1 132-175 132-092

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

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