ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 25-Aug-2016
Day Change Summary
Previous Current
24-Aug-2016 25-Aug-2016 Change Change % Previous Week
Open 132-090 132-060 -0-030 -0.1% 132-175
High 132-115 132-095 -0-020 0.0% 132-225
Low 132-035 132-000 -0-035 -0.1% 131-265
Close 132-070 132-020 -0-050 -0.1% 131-305
Range 0-080 0-095 0-015 18.8% 0-280
ATR 0-187 0-180 -0-007 -3.5% 0-000
Volume 1,300,976 2,063,603 762,627 58.6% 5,223,583
Daily Pivots for day following 25-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-003 132-267 132-072
R3 132-228 132-172 132-046
R2 132-133 132-133 132-037
R1 132-077 132-077 132-029 132-058
PP 132-038 132-038 132-038 132-029
S1 131-302 131-302 132-011 131-282
S2 131-263 131-263 132-003
S3 131-168 131-207 131-314
S4 131-073 131-112 131-288
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
5 132-140 131-220 0-240 0.6% 0-138 0.3% 50% False False 1,270,220
10 132-290 131-220 1-070 0.9% 0-170 0.4% 31% False False 1,177,547
20 133-045 131-220 1-145 1.1% 0-186 0.4% 26% False False 1,159,565
40 134-075 131-195 2-200 2.0% 0-200 0.5% 17% False False 1,168,124
60 134-075 129-180 4-215 3.5% 0-204 0.5% 54% False False 1,188,622
80 134-075 129-055 5-020 3.8% 0-192 0.5% 57% False False 991,885
100 134-075 128-285 5-110 4.0% 0-177 0.4% 59% False False 794,111
120 134-075 127-310 6-085 4.7% 0-156 0.4% 65% False False 661,769
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-046
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-179
2.618 133-024
1.618 132-249
1.000 132-190
0.618 132-154
HIGH 132-095
0.618 132-059
0.500 132-048
0.382 132-036
LOW 132-000
0.618 131-261
1.000 131-225
1.618 131-166
2.618 131-071
4.250 130-236
Fisher Pivots for day following 25-Aug-2016
Pivot 1 day 3 day
R1 132-048 132-068
PP 132-038 132-052
S1 132-029 132-036

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

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