ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 131-265 131-215 -0-050 -0.1% 131-120
High 132-085 132-115 0-030 0.1% 132-085
Low 131-150 131-180 0-030 0.1% 131-095
Close 131-230 132-095 0-185 0.4% 131-230
Range 0-255 0-255 0-000 0.0% 0-310
ATR 0-189 0-194 0-005 2.5% 0-000
Volume 51,220 46,677 -4,543 -8.9% 3,128,259
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-148 134-057 132-235
R3 133-213 133-122 132-165
R2 132-278 132-278 132-142
R1 132-187 132-187 132-118 132-232
PP 132-023 132-023 132-023 132-046
S1 131-252 131-252 132-072 131-298
S2 131-088 131-088 132-048
S3 130-153 130-317 132-025
S4 129-218 130-062 131-275
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
5 132-115 131-125 0-310 0.7% 0-187 0.4% 94% True False 306,541
10 132-140 131-095 1-045 0.9% 0-180 0.4% 88% False False 1,035,110
20 132-290 131-095 1-195 1.2% 0-188 0.4% 62% False False 1,033,142
40 133-080 131-095 1-305 1.5% 0-192 0.5% 51% False False 1,081,344
60 134-075 130-215 3-180 2.7% 0-210 0.5% 46% False False 1,164,137
80 134-075 129-055 5-020 3.8% 0-198 0.5% 62% False False 1,065,285
100 134-075 128-285 5-110 4.0% 0-187 0.4% 64% False False 853,332
120 134-075 128-140 5-255 4.4% 0-168 0.4% 67% False False 711,219
Crabel Price Patterns
NR False
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 0-057
Fibonacci Retracements and Extensions
4.250 135-239
2.618 134-143
1.618 133-208
1.000 133-050
0.618 132-273
HIGH 132-115
0.618 132-018
0.500 131-308
0.382 131-277
LOW 131-180
0.618 131-022
1.000 130-245
1.618 130-087
2.618 129-152
4.250 128-056
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 132-059 132-050
PP 132-023 132-005
S1 131-308 131-280

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

View Archives - Comment on this page... - Back to Index of Symbols