ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 132-060 132-015 -0-045 -0.1% 131-285
High 132-095 132-140 0-045 0.1% 132-140
Low 132-000 131-115 -0-205 -0.5% 131-115
Close 132-020 131-120 -0-220 -0.5% 131-120
Range 0-095 1-025 0-250 263.2% 1-025
ATR 0-180 0-192 0-012 6.5% 0-000
Volume 2,063,603 2,759,059 695,456 33.7% 8,122,921
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-307 134-078 131-310
R3 133-282 133-053 131-215
R2 132-257 132-257 131-183
R1 132-028 132-028 131-152 131-290
PP 131-232 131-232 131-232 131-202
S1 131-003 131-003 131-088 130-265
S2 130-207 130-207 131-057
S3 129-182 129-298 131-025
S4 128-157 128-273 130-250
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 134-307 134-078 131-310
R3 133-282 133-053 131-215
R2 132-257 132-257 131-183
R1 132-028 132-028 131-152 131-290
PP 131-232 131-232 131-232 131-202
S1 131-003 131-003 131-088 130-265
S2 130-207 130-207 131-057
S3 129-182 129-298 131-025
S4 128-157 128-273 130-250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-140 131-115 1-025 0.8% 0-168 0.4% 1% True True 1,624,584
10 132-225 131-115 1-110 1.0% 0-176 0.4% 1% False True 1,334,650
20 133-040 131-115 1-245 1.3% 0-186 0.4% 1% False True 1,218,306
40 134-075 131-115 2-280 2.2% 0-202 0.5% 1% False True 1,188,504
60 134-075 129-270 4-125 3.3% 0-208 0.5% 35% False False 1,216,226
80 134-075 129-055 5-020 3.9% 0-194 0.5% 44% False False 1,026,294
100 134-075 128-285 5-110 4.1% 0-180 0.4% 46% False False 821,676
120 134-075 127-310 6-085 4.8% 0-159 0.4% 54% False False 684,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 137-006
2.618 135-083
1.618 134-058
1.000 133-165
0.618 133-033
HIGH 132-140
0.618 132-008
0.500 131-288
0.382 131-247
LOW 131-115
0.618 130-222
1.000 130-090
1.618 129-197
2.618 128-172
4.250 126-249
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 131-288 131-288
PP 131-232 131-232
S1 131-176 131-176

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

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