ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Aug-2016
Day Change Summary
Previous Current
11-Aug-2016 12-Aug-2016 Change Change % Previous Week
Open 132-225 132-030 -0-195 -0.5% 132-015
High 132-250 132-290 0-040 0.1% 132-290
Low 132-000 132-010 0-010 0.0% 131-255
Close 132-015 132-170 0-155 0.4% 132-170
Range 0-250 0-280 0-030 12.0% 1-035
ATR 0-204 0-209 0-005 2.7% 0-000
Volume 1,001,879 1,188,034 186,155 18.6% 5,120,204
Daily Pivots for day following 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 135-037 134-223 133-004
R3 134-077 133-263 132-247
R2 133-117 133-117 132-221
R1 132-303 132-303 132-196 133-050
PP 132-157 132-157 132-157 132-190
S1 132-023 132-023 132-144 132-090
S2 131-197 131-197 132-119
S3 130-237 131-063 132-093
S4 129-277 130-103 132-016
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 135-237 135-078 133-045
R3 134-202 134-043 132-268
R2 133-167 133-167 132-235
R1 133-008 133-008 132-203 133-088
PP 132-132 132-132 132-132 132-171
S1 131-293 131-293 132-137 132-052
S2 131-097 131-097 132-105
S3 130-062 130-258 132-072
S4 129-027 129-223 131-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-290 131-255 1-035 0.8% 0-194 0.5% 66% True False 1,024,040
10 133-040 131-255 1-105 1.0% 0-196 0.5% 55% False False 1,101,962
20 133-045 131-195 1-170 1.2% 0-192 0.5% 60% False False 1,074,839
40 134-075 130-215 3-180 2.7% 0-224 0.5% 52% False False 1,199,632
60 134-075 129-055 5-020 3.8% 0-201 0.5% 66% False False 1,141,274
80 134-075 128-285 5-110 4.0% 0-190 0.4% 68% False False 860,074
100 134-075 128-235 5-160 4.1% 0-171 0.4% 69% False False 688,247
120 134-075 127-310 6-085 4.7% 0-145 0.3% 73% False False 573,541
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 0-026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 136-200
2.618 135-063
1.618 134-103
1.000 133-250
0.618 133-143
HIGH 132-290
0.618 132-183
0.500 132-150
0.382 132-117
LOW 132-010
0.618 131-157
1.000 131-050
1.618 130-197
2.618 129-237
4.250 128-100
Fisher Pivots for day following 12-Aug-2016
Pivot 1 day 3 day
R1 132-163 132-162
PP 132-157 132-153
S1 132-150 132-145

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

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