ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-Aug-2016
Day Change Summary
Previous Current
17-Aug-2016 18-Aug-2016 Change Change % Previous Week
Open 132-000 132-070 0-070 0.2% 132-015
High 132-125 132-155 0-030 0.1% 132-290
Low 131-265 132-025 0-080 0.2% 131-255
Close 132-035 132-120 0-085 0.2% 132-170
Range 0-180 0-130 -0-050 -27.8% 1-035
ATR 0-207 0-201 -0-005 -2.7% 0-000
Volume 1,112,006 884,807 -227,199 -20.4% 5,120,204
Daily Pivots for day following 18-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-170 133-115 132-192
R3 133-040 132-305 132-156
R2 132-230 132-230 132-144
R1 132-175 132-175 132-132 132-202
PP 132-100 132-100 132-100 132-114
S1 132-045 132-045 132-108 132-072
S2 131-290 131-290 132-096
S3 131-160 131-235 132-084
S4 131-030 131-105 132-048
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
5 132-290 131-265 1-025 0.8% 0-201 0.5% 51% False False 1,084,875
10 133-020 131-255 1-085 1.0% 0-202 0.5% 46% False False 1,067,175
20 133-045 131-255 1-110 1.0% 0-194 0.5% 43% False False 1,093,506
40 134-075 130-215 3-180 2.7% 0-230 0.5% 48% False False 1,203,699
60 134-075 129-055 5-020 3.8% 0-205 0.5% 63% False False 1,185,900
80 134-075 129-040 5-035 3.9% 0-194 0.5% 64% False False 912,916
100 134-075 128-285 5-110 4.0% 0-173 0.4% 65% False False 730,604
120 134-075 127-310 6-085 4.7% 0-151 0.4% 70% False False 608,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-039
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-068
2.618 133-175
1.618 133-045
1.000 132-285
0.618 132-235
HIGH 132-155
0.618 132-105
0.500 132-090
0.382 132-075
LOW 132-025
0.618 131-265
1.000 131-215
1.618 131-135
2.618 131-005
4.250 130-112
Fisher Pivots for day following 18-Aug-2016
Pivot 1 day 3 day
R1 132-110 132-105
PP 132-100 132-090
S1 132-090 132-075

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

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