ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 132-015 131-120 -0-215 -0.5% 131-285
High 132-140 132-000 -0-140 -0.3% 132-140
Low 131-115 131-095 -0-020 0.0% 131-115
Close 131-120 131-305 0-185 0.4% 131-120
Range 1-025 0-225 -0-120 -34.8% 1-025
ATR 0-192 0-194 0-002 1.2% 0-000
Volume 2,759,059 1,642,229 -1,116,830 -40.5% 8,122,921
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-275 133-195 132-109
R3 133-050 132-290 132-047
R2 132-145 132-145 132-026
R1 132-065 132-065 132-006 132-105
PP 131-240 131-240 131-240 131-260
S1 131-160 131-160 131-284 131-200
S2 131-015 131-015 131-264
S3 130-110 130-255 131-243
S4 129-205 130-030 131-181
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
5 132-140 131-095 1-045 0.9% 0-173 0.4% 58% False True 1,763,679
10 132-205 131-095 1-110 1.0% 0-182 0.4% 49% False True 1,420,914
20 133-030 131-095 1-255 1.4% 0-188 0.4% 37% False True 1,249,140
40 134-075 131-095 2-300 2.2% 0-200 0.5% 22% False True 1,195,904
60 134-075 130-200 3-195 2.7% 0-205 0.5% 37% False False 1,216,224
80 134-075 129-055 5-020 3.8% 0-195 0.5% 55% False False 1,046,705
100 134-075 128-285 5-110 4.0% 0-181 0.4% 57% False False 838,069
120 134-075 127-310 6-085 4.7% 0-161 0.4% 64% False False 698,447
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-316
2.618 133-269
1.618 133-044
1.000 132-225
0.618 132-139
HIGH 132-000
0.618 131-234
0.500 131-208
0.382 131-181
LOW 131-095
0.618 130-276
1.000 130-190
1.618 130-051
2.618 129-146
4.250 128-099
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 131-272 131-296
PP 131-240 131-287
S1 131-208 131-278

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

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