ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 131-120 131-310 0-190 0.5% 131-285
High 132-000 132-010 0-010 0.0% 132-140
Low 131-095 131-220 0-125 0.3% 131-115
Close 131-305 131-285 -0-020 0.0% 131-120
Range 0-225 0-110 -0-115 -51.1% 1-025
ATR 0-194 0-188 -0-006 -3.1% 0-000
Volume 1,642,229 986,143 -656,086 -40.0% 8,122,921
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-288 132-237 132-026
R3 132-178 132-127 131-315
R2 132-068 132-068 131-305
R1 132-017 132-017 131-295 131-308
PP 131-278 131-278 131-278 131-264
S1 131-227 131-227 131-275 131-198
S2 131-168 131-168 131-265
S3 131-058 131-117 131-255
S4 130-268 131-007 131-224
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% 0-171 0.4% 52% False False 1,750,402
10 132-155 131-095 1-060 0.9% 0-168 0.4% 50% False False 1,373,534
20 133-030 131-095 1-255 1.4% 0-186 0.4% 33% False False 1,227,420
40 134-075 131-095 2-300 2.2% 0-195 0.5% 20% False False 1,192,531
60 134-075 130-215 3-180 2.7% 0-204 0.5% 34% False False 1,214,664
80 134-075 129-055 5-020 3.8% 0-193 0.5% 54% False False 1,058,892
100 134-075 128-285 5-110 4.1% 0-181 0.4% 56% False False 847,927
120 134-075 127-310 6-085 4.8% 0-161 0.4% 63% False False 706,664
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 0-045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-158
2.618 132-298
1.618 132-188
1.000 132-120
0.618 132-078
HIGH 132-010
0.618 131-288
0.500 131-275
0.382 131-262
LOW 131-220
0.618 131-152
1.000 131-110
1.618 131-042
2.618 130-252
4.250 130-072
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 131-282 131-282
PP 131-278 131-280
S1 131-275 131-278

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

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