ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-Aug-2016
Day Change Summary
Previous Current
10-Aug-2016 11-Aug-2016 Change Change % Previous Week
Open 132-100 132-225 0-125 0.3% 133-040
High 132-250 132-250 0-000 0.0% 133-040
Low 132-100 132-000 -0-100 -0.2% 132-015
Close 132-235 132-015 -0-220 -0.5% 132-045
Range 0-150 0-250 0-100 66.7% 1-025
ATR 0-200 0-204 0-004 1.8% 0-000
Volume 1,027,376 1,001,879 -25,497 -2.5% 5,899,425
Daily Pivots for day following 11-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-198 134-037 132-152
R3 133-268 133-107 132-084
R2 133-018 133-018 132-061
R1 132-177 132-177 132-038 132-132
PP 132-088 132-088 132-088 132-066
S1 131-247 131-247 131-312 131-202
S2 131-158 131-158 131-289
S3 130-228 130-317 131-266
S4 129-298 130-067 131-198
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
5 133-020 131-255 1-085 1.0% 0-203 0.5% 20% False False 1,049,475
10 133-045 131-255 1-110 1.0% 0-202 0.5% 19% False False 1,141,583
20 133-045 131-195 1-170 1.2% 0-190 0.4% 29% False False 1,077,253
40 134-075 130-215 3-180 2.7% 0-222 0.5% 39% False False 1,207,442
60 134-075 129-055 5-020 3.8% 0-203 0.5% 57% False False 1,123,612
80 134-075 128-285 5-110 4.0% 0-190 0.4% 59% False False 845,249
100 134-075 128-140 5-255 4.4% 0-168 0.4% 62% False False 676,368
120 134-075 127-310 6-085 4.7% 0-142 0.3% 65% False False 563,640
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 0-039
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-032
2.618 134-264
1.618 134-014
1.000 133-180
0.618 133-084
HIGH 132-250
0.618 132-154
0.500 132-125
0.382 132-096
LOW 132-000
0.618 131-166
1.000 131-070
1.618 130-236
2.618 129-306
4.250 128-218
Fisher Pivots for day following 11-Aug-2016
Pivot 1 day 3 day
R1 132-125 132-112
PP 132-088 132-080
S1 132-052 132-048

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

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