ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 22-Aug-2016
Day Change Summary
Previous Current
19-Aug-2016 22-Aug-2016 Change Change % Previous Week
Open 132-135 131-285 -0-170 -0.4% 132-175
High 132-140 132-100 -0-040 -0.1% 132-225
Low 131-265 131-220 -0-045 -0.1% 131-265
Close 131-305 132-090 0-105 0.2% 131-305
Range 0-195 0-200 0-005 2.6% 0-280
ATR 0-201 0-201 0-000 0.0% 0-000
Volume 987,238 946,754 -40,484 -4.1% 5,223,583
Daily Pivots for day following 22-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-310 133-240 132-200
R3 133-110 133-040 132-145
R2 132-230 132-230 132-127
R1 132-160 132-160 132-108 132-195
PP 132-030 132-030 132-030 132-048
S1 131-280 131-280 132-072 131-315
S2 131-150 131-150 132-053
S3 130-270 131-080 132-035
S4 130-070 130-200 131-300
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
5 132-205 131-220 0-305 0.7% 0-190 0.4% 62% False True 1,078,148
10 132-290 131-220 1-070 0.9% 0-196 0.5% 49% False True 1,031,174
20 133-045 131-220 1-145 1.1% 0-198 0.5% 41% False True 1,103,880
40 134-075 131-195 2-200 2.0% 0-208 0.5% 26% False False 1,146,474
60 134-075 129-055 5-020 3.8% 0-207 0.5% 61% False False 1,174,925
80 134-075 129-055 5-020 3.8% 0-195 0.5% 61% False False 936,950
100 134-075 128-285 5-110 4.0% 0-176 0.4% 63% False False 749,944
120 134-075 127-310 6-085 4.7% 0-153 0.4% 69% False False 624,960
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 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-310
2.618 133-304
1.618 133-104
1.000 132-300
0.618 132-224
HIGH 132-100
0.618 132-024
0.500 132-000
0.382 131-296
LOW 131-220
0.618 131-096
1.000 131-020
1.618 130-216
2.618 130-016
4.250 129-010
Fisher Pivots for day following 22-Aug-2016
Pivot 1 day 3 day
R1 132-060 132-069
PP 132-030 132-048
S1 132-000 132-028

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

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