ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 131-215 132-105 0-210 0.5% 131-120
High 132-115 132-155 0-040 0.1% 132-085
Low 131-180 132-070 0-210 0.5% 131-095
Close 132-095 132-095 0-000 0.0% 131-230
Range 0-255 0-085 -0-170 -66.7% 0-310
ATR 0-194 0-186 -0-008 -4.0% 0-000
Volume 46,677 57,778 11,101 23.8% 3,128,259
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-042 132-313 132-142
R3 132-277 132-228 132-118
R2 132-192 132-192 132-111
R1 132-143 132-143 132-103 132-125
PP 132-107 132-107 132-107 132-098
S1 132-058 132-058 132-087 132-040
S2 132-022 132-022 132-079
S3 131-257 131-293 132-072
S4 131-172 131-208 132-048
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
5 132-155 131-125 1-030 0.8% 0-182 0.4% 83% True False 120,868
10 132-155 131-095 1-060 0.9% 0-176 0.4% 84% True False 935,635
20 132-290 131-095 1-195 1.2% 0-184 0.4% 62% False False 989,825
40 133-045 131-095 1-270 1.4% 0-187 0.4% 54% False False 1,047,004
60 134-075 130-215 3-180 2.7% 0-209 0.5% 46% False False 1,146,724
80 134-075 129-055 5-020 3.8% 0-197 0.5% 62% False False 1,065,712
100 134-075 128-285 5-110 4.0% 0-187 0.4% 64% False False 853,899
120 134-075 128-140 5-255 4.4% 0-168 0.4% 67% False False 711,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-056
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 133-196
2.618 133-058
1.618 132-293
1.000 132-240
0.618 132-208
HIGH 132-155
0.618 132-123
0.500 132-112
0.382 132-102
LOW 132-070
0.618 132-017
1.000 131-305
1.618 131-252
2.618 131-167
4.250 131-029
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 132-112 132-061
PP 132-107 132-027
S1 132-101 131-312

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

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