ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 131-310 131-295 -0-015 0.0% 131-285
High 132-010 132-025 0-015 0.0% 132-140
Low 131-220 131-230 0-010 0.0% 131-115
Close 131-285 131-280 -0-005 0.0% 131-120
Range 0-110 0-115 0-005 4.5% 1-025
ATR 0-188 0-183 -0-005 -2.8% 0-000
Volume 986,143 256,770 -729,373 -74.0% 8,122,921
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-310 132-250 132-023
R3 132-195 132-135 131-312
R2 132-080 132-080 131-301
R1 132-020 132-020 131-291 131-312
PP 131-285 131-285 131-285 131-271
S1 131-225 131-225 131-269 131-198
S2 131-170 131-170 131-259
S3 131-055 131-110 131-248
S4 130-260 130-315 131-217
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% 0-178 0.4% 51% False False 1,541,560
10 132-155 131-095 1-060 0.9% 0-162 0.4% 49% False False 1,288,010
20 133-030 131-095 1-255 1.4% 0-186 0.4% 32% False False 1,189,134
40 134-005 131-095 2-230 2.1% 0-192 0.5% 21% False False 1,163,106
60 134-075 130-215 3-180 2.7% 0-204 0.5% 34% False False 1,207,895
80 134-075 129-055 5-020 3.8% 0-193 0.5% 53% False False 1,061,980
100 134-075 128-285 5-110 4.1% 0-181 0.4% 56% False False 850,481
120 134-075 128-010 6-065 4.7% 0-162 0.4% 62% False False 708,804
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-194
2.618 133-006
1.618 132-211
1.000 132-140
0.618 132-096
HIGH 132-025
0.618 131-301
0.500 131-288
0.382 131-274
LOW 131-230
0.618 131-159
1.000 131-115
1.618 131-044
2.618 130-249
4.250 130-061
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 131-288 131-260
PP 131-285 131-240
S1 131-282 131-220

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

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