ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 24-Aug-2016
Day Change Summary
Previous Current
23-Aug-2016 24-Aug-2016 Change Change % Previous Week
Open 132-085 132-090 0-005 0.0% 132-175
High 132-135 132-115 -0-020 0.0% 132-225
Low 132-015 132-035 0-020 0.0% 131-265
Close 132-070 132-070 0-000 0.0% 131-305
Range 0-120 0-080 -0-040 -33.3% 0-280
ATR 0-195 0-187 -0-008 -4.2% 0-000
Volume 1,052,529 1,300,976 248,447 23.6% 5,223,583
Daily Pivots for day following 24-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-313 132-272 132-114
R3 132-233 132-192 132-092
R2 132-153 132-153 132-085
R1 132-112 132-112 132-077 132-092
PP 132-073 132-073 132-073 132-064
S1 132-032 132-032 132-063 132-012
S2 131-313 131-313 132-055
S3 131-233 131-272 132-048
S4 131-153 131-192 132-026
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% 0-145 0.3% 67% False False 1,034,460
10 132-290 131-220 1-070 0.9% 0-185 0.4% 44% False False 1,071,375
20 133-045 131-220 1-145 1.1% 0-187 0.4% 37% False False 1,111,848
40 134-075 131-195 2-200 2.0% 0-202 0.5% 23% False False 1,143,984
60 134-075 129-155 4-240 3.6% 0-205 0.5% 58% False False 1,175,010
80 134-075 129-055 5-020 3.8% 0-193 0.5% 60% False False 966,230
100 134-075 128-285 5-110 4.0% 0-177 0.4% 62% False False 773,479
120 134-075 127-310 6-085 4.7% 0-155 0.4% 68% False False 644,573
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 133-135
2.618 133-004
1.618 132-244
1.000 132-195
0.618 132-164
HIGH 132-115
0.618 132-084
0.500 132-075
0.382 132-066
LOW 132-035
0.618 131-306
1.000 131-275
1.618 131-226
2.618 131-146
4.250 131-015
Fisher Pivots for day following 24-Aug-2016
Pivot 1 day 3 day
R1 132-075 132-052
PP 132-073 132-035
S1 132-072 132-018

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

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