ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 131-295 131-235 -0-060 -0.1% 131-285
High 132-025 132-005 -0-020 0.0% 132-140
Low 131-230 131-125 -0-105 -0.2% 131-115
Close 131-280 131-285 0-005 0.0% 131-120
Range 0-115 0-200 0-085 73.9% 1-025
ATR 0-183 0-184 0-001 0.7% 0-000
Volume 256,770 191,897 -64,873 -25.3% 8,122,921
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-205 133-125 132-075
R3 133-005 132-245 132-020
R2 132-125 132-125 132-002
R1 132-045 132-045 131-303 132-085
PP 131-245 131-245 131-245 131-265
S1 131-165 131-165 131-267 131-205
S2 131-045 131-045 131-248
S3 130-165 130-285 131-230
S4 129-285 130-085 131-175
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% 0-199 0.5% 52% False False 1,167,219
10 132-140 131-095 1-045 0.9% 0-168 0.4% 52% False False 1,218,719
20 133-020 131-095 1-245 1.3% 0-185 0.4% 34% False False 1,142,947
40 134-005 131-095 2-230 2.1% 0-193 0.5% 22% False False 1,138,608
60 134-075 130-215 3-180 2.7% 0-206 0.5% 34% False False 1,197,872
80 134-075 129-055 5-020 3.8% 0-194 0.5% 54% False False 1,064,349
100 134-075 128-285 5-110 4.1% 0-183 0.4% 56% False False 852,380
120 134-075 128-010 6-065 4.7% 0-164 0.4% 62% False False 710,403
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 0-049
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-215
2.618 133-209
1.618 133-009
1.000 132-205
0.618 132-129
HIGH 132-005
0.618 131-249
0.500 131-225
0.382 131-201
LOW 131-125
0.618 131-001
1.000 130-245
1.618 130-121
2.618 129-241
4.250 128-235
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 131-265 131-268
PP 131-245 131-252
S1 131-225 131-235

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

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