ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Aug-2016
Day Change Summary
Previous Current
18-Aug-2016 19-Aug-2016 Change Change % Previous Week
Open 132-070 132-135 0-065 0.2% 132-175
High 132-155 132-140 -0-015 0.0% 132-225
Low 132-025 131-265 -0-080 -0.2% 131-265
Close 132-120 131-305 -0-135 -0.3% 131-305
Range 0-130 0-195 0-065 50.0% 0-280
ATR 0-201 0-201 0-000 -0.2% 0-000
Volume 884,807 987,238 102,431 11.6% 5,223,583
Daily Pivots for day following 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-288 133-172 132-092
R3 133-093 132-297 132-039
R2 132-218 132-218 132-021
R1 132-102 132-102 132-003 132-062
PP 132-023 132-023 132-023 132-004
S1 131-227 131-227 131-287 131-188
S2 131-148 131-148 131-269
S3 130-273 131-032 131-251
S4 130-078 130-157 131-198
Weekly Pivots for week ending 19-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-252 134-078 132-139
R3 133-292 133-118 132-062
R2 133-012 133-012 132-036
R1 132-158 132-158 132-011 132-105
PP 132-052 132-052 132-052 132-025
S1 131-198 131-198 131-279 131-145
S2 131-092 131-092 131-254
S3 130-132 130-238 131-228
S4 129-172 129-278 131-151
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-225 131-265 0-280 0.7% 0-184 0.4% 14% False True 1,044,716
10 132-290 131-255 1-035 0.8% 0-189 0.4% 14% False False 1,034,378
20 133-045 131-255 1-110 1.0% 0-194 0.5% 12% False False 1,093,174
40 134-075 130-215 3-180 2.7% 0-231 0.5% 36% False False 1,200,976
60 134-075 129-055 5-020 3.8% 0-206 0.5% 55% False False 1,179,670
80 134-075 129-055 5-020 3.8% 0-194 0.5% 55% False False 925,160
100 134-075 128-285 5-110 4.0% 0-175 0.4% 57% False False 740,477
120 134-075 127-310 6-085 4.7% 0-152 0.4% 64% False False 617,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-038
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135-009
2.618 134-011
1.618 133-136
1.000 133-015
0.618 132-261
HIGH 132-140
0.618 132-066
0.500 132-042
0.382 132-019
LOW 131-265
0.618 131-144
1.000 131-070
1.618 130-269
2.618 130-074
4.250 129-076
Fisher Pivots for day following 19-Aug-2016
Pivot 1 day 3 day
R1 132-042 132-050
PP 132-023 132-028
S1 132-004 132-007

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

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