ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Aug-2016
Day Change Summary
Previous Current
12-Aug-2016 15-Aug-2016 Change Change % Previous Week
Open 132-030 132-175 0-145 0.3% 132-015
High 132-290 132-225 -0-065 -0.2% 132-290
Low 132-010 132-055 0-045 0.1% 131-255
Close 132-170 132-080 -0-090 -0.2% 132-170
Range 0-280 0-170 -0-110 -39.3% 1-035
ATR 0-209 0-206 -0-003 -1.3% 0-000
Volume 1,188,034 779,593 -408,441 -34.4% 5,120,204
Daily Pivots for day following 15-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-310 133-205 132-174
R3 133-140 133-035 132-127
R2 132-290 132-290 132-111
R1 132-185 132-185 132-096 132-152
PP 132-120 132-120 132-120 132-104
S1 132-015 132-015 132-064 131-302
S2 131-270 131-270 132-049
S3 131-100 131-165 132-033
S4 130-250 130-315 131-306
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
5 132-290 131-295 0-315 0.7% 0-202 0.5% 33% False False 984,201
10 133-030 131-255 1-095 1.0% 0-196 0.5% 35% False False 1,077,367
20 133-045 131-195 1-170 1.2% 0-192 0.5% 42% False False 1,071,078
40 134-075 130-215 3-180 2.7% 0-225 0.5% 44% False False 1,189,868
60 134-075 129-055 5-020 3.8% 0-202 0.5% 61% False False 1,151,989
80 134-075 128-285 5-110 4.0% 0-191 0.5% 63% False False 869,789
100 134-075 128-245 5-150 4.1% 0-171 0.4% 64% False False 696,043
120 134-075 127-310 6-085 4.7% 0-146 0.3% 68% False False 580,037
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-308
2.618 134-030
1.618 133-180
1.000 133-075
0.618 133-010
HIGH 132-225
0.618 132-160
0.500 132-140
0.382 132-120
LOW 132-055
0.618 131-270
1.000 131-205
1.618 131-100
2.618 130-250
4.250 129-292
Fisher Pivots for day following 15-Aug-2016
Pivot 1 day 3 day
R1 132-140 132-145
PP 132-120 132-123
S1 132-100 132-102

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

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