ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-Aug-2016
Day Change Summary
Previous Current
22-Aug-2016 23-Aug-2016 Change Change % Previous Week
Open 131-285 132-085 0-120 0.3% 132-175
High 132-100 132-135 0-035 0.1% 132-225
Low 131-220 132-015 0-115 0.3% 131-265
Close 132-090 132-070 -0-020 0.0% 131-305
Range 0-200 0-120 -0-080 -40.0% 0-280
ATR 0-201 0-195 -0-006 -2.9% 0-000
Volume 946,754 1,052,529 105,775 11.2% 5,223,583
Daily Pivots for day following 23-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-113 133-052 132-136
R3 132-313 132-252 132-103
R2 132-193 132-193 132-092
R1 132-132 132-132 132-081 132-102
PP 132-073 132-073 132-073 132-059
S1 132-012 132-012 132-059 131-302
S2 131-273 131-273 132-048
S3 131-153 131-212 132-037
S4 131-033 131-092 132-004
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
5 132-155 131-220 0-255 0.6% 0-165 0.4% 67% False False 996,666
10 132-290 131-220 1-070 0.9% 0-192 0.5% 44% False False 1,044,015
20 133-045 131-220 1-145 1.1% 0-197 0.5% 37% False False 1,105,355
40 134-075 131-195 2-200 2.0% 0-204 0.5% 23% False False 1,139,874
60 134-075 129-055 5-020 3.8% 0-206 0.5% 60% False False 1,178,446
80 134-075 129-055 5-020 3.8% 0-194 0.5% 60% False False 950,068
100 134-075 128-285 5-110 4.0% 0-177 0.4% 62% False False 760,469
120 134-075 127-310 6-085 4.7% 0-154 0.4% 68% False False 633,731
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 0-042
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 134-005
2.618 133-129
1.618 133-009
1.000 132-255
0.618 132-209
HIGH 132-135
0.618 132-089
0.500 132-075
0.382 132-061
LOW 132-015
0.618 131-261
1.000 131-215
1.618 131-141
2.618 131-021
4.250 130-145
Fisher Pivots for day following 23-Aug-2016
Pivot 1 day 3 day
R1 132-075 132-053
PP 132-073 132-037
S1 132-072 132-020

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

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