ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 131-235 131-265 0-030 0.1% 131-120
High 132-005 132-085 0-080 0.2% 132-085
Low 131-125 131-150 0-025 0.1% 131-095
Close 131-285 131-230 -0-055 -0.1% 131-230
Range 0-200 0-255 0-055 27.5% 0-310
ATR 0-184 0-189 0-005 2.7% 0-000
Volume 191,897 51,220 -140,677 -73.3% 3,128,259
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-067 133-243 132-050
R3 133-132 132-308 131-300
R2 132-197 132-197 131-277
R1 132-053 132-053 131-253 131-318
PP 131-262 131-262 131-262 131-234
S1 131-118 131-118 131-207 131-062
S2 131-007 131-007 131-183
S3 130-072 130-183 131-160
S4 129-137 129-248 131-090
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-213 134-052 132-080
R3 133-223 133-062 131-315
R2 132-233 132-233 131-287
R1 132-072 132-072 131-258 132-152
PP 131-243 131-243 131-243 131-284
S1 131-082 131-082 131-202 131-162
S2 130-253 130-253 131-173
S3 129-263 130-092 131-145
S4 128-273 129-102 131-060
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-085 131-095 0-310 0.7% 0-181 0.4% 44% True False 625,651
10 132-140 131-095 1-045 0.9% 0-174 0.4% 37% False False 1,125,118
20 132-290 131-095 1-195 1.2% 0-182 0.4% 26% False False 1,079,748
40 133-285 131-095 2-190 2.0% 0-191 0.5% 16% False False 1,103,496
60 134-075 130-215 3-180 2.7% 0-209 0.5% 29% False False 1,181,646
80 134-075 129-055 5-020 3.8% 0-196 0.5% 50% False False 1,064,891
100 134-075 128-285 5-110 4.1% 0-184 0.4% 53% False False 852,881
120 134-075 128-140 5-255 4.4% 0-166 0.4% 57% False False 710,830
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-060
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-209
2.618 134-113
1.618 133-178
1.000 133-020
0.618 132-243
HIGH 132-085
0.618 131-308
0.500 131-278
0.382 131-247
LOW 131-150
0.618 130-312
1.000 130-215
1.618 130-057
2.618 129-122
4.250 128-026
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 131-278 131-265
PP 131-262 131-253
S1 131-246 131-242

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

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