ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 132-105 132-090 -0-015 0.0% 131-120
High 132-155 132-115 -0-040 -0.1% 132-085
Low 132-070 131-200 -0-190 -0.4% 131-095
Close 132-095 131-215 -0-200 -0.5% 131-230
Range 0-085 0-235 0-150 176.5% 0-310
ATR 0-186 0-190 0-003 1.9% 0-000
Volume 57,778 23,808 -33,970 -58.8% 3,128,259
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-028 133-197 132-024
R3 133-113 132-282 131-280
R2 132-198 132-198 131-258
R1 132-047 132-047 131-237 132-005
PP 131-283 131-283 131-283 131-262
S1 131-132 131-132 131-193 131-090
S2 131-048 131-048 131-172
S3 130-133 130-217 131-150
S4 129-218 129-302 131-086
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% 0-206 0.5% 26% False False 74,276
10 132-155 131-095 1-060 0.9% 0-192 0.5% 32% False False 807,918
20 132-290 131-095 1-195 1.2% 0-188 0.4% 23% False False 939,646
40 133-045 131-095 1-270 1.4% 0-189 0.4% 20% False False 1,017,560
60 134-075 130-215 3-180 2.7% 0-210 0.5% 28% False False 1,120,462
80 134-075 129-055 5-020 3.8% 0-197 0.5% 49% False False 1,065,589
100 134-075 128-285 5-110 4.1% 0-188 0.4% 52% False False 854,126
120 134-075 128-140 5-255 4.4% 0-170 0.4% 56% False False 711,899
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 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-154
2.618 134-090
1.618 133-175
1.000 133-030
0.618 132-260
HIGH 132-115
0.618 132-025
0.500 131-318
0.382 131-290
LOW 131-200
0.618 131-055
1.000 130-285
1.618 130-140
2.618 129-225
4.250 128-161
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 131-318 132-008
PP 131-283 131-290
S1 131-249 131-252

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

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