ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 132-090 131-245 -0-165 -0.4% 131-215
High 132-115 131-270 -0-165 -0.4% 132-155
Low 131-200 131-085 -0-115 -0.3% 131-085
Close 131-215 131-100 -0-115 -0.3% 131-100
Range 0-235 0-185 -0-050 -21.3% 1-070
ATR 0-190 0-189 0-000 -0.2% 0-000
Volume 23,808 25,620 1,812 7.6% 153,883
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-067 132-268 131-202
R3 132-202 132-083 131-151
R2 132-017 132-017 131-134
R1 131-218 131-218 131-117 131-185
PP 131-152 131-152 131-152 131-135
S1 131-033 131-033 131-083 131-000
S2 130-287 130-287 131-066
S3 130-102 130-168 131-049
S4 129-237 129-303 130-318
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 135-110 134-175 131-314
R3 134-040 133-105 131-207
R2 132-290 132-290 131-172
R1 132-035 132-035 131-136 131-288
PP 131-220 131-220 131-220 131-186
S1 130-285 130-285 131-064 130-218
S2 130-150 130-150 131-028
S3 129-080 129-215 130-313
S4 128-010 128-145 130-206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-155 131-085 1-070 0.9% 0-203 0.5% 4% False True 41,020
10 132-155 131-085 1-070 0.9% 0-201 0.5% 4% False True 604,120
20 132-290 131-085 1-205 1.2% 0-185 0.4% 3% False True 890,834
40 133-045 131-085 1-280 1.4% 0-188 0.4% 3% False True 984,043
60 134-075 130-215 3-180 2.7% 0-210 0.5% 18% False False 1,101,906
80 134-075 129-055 5-020 3.9% 0-198 0.5% 42% False False 1,065,417
100 134-075 128-285 5-110 4.1% 0-189 0.4% 45% False False 854,366
120 134-075 128-140 5-255 4.4% 0-171 0.4% 50% False False 712,112
Crabel Price Patterns
NR True
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 0-054
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-096
2.618 133-114
1.618 132-249
1.000 132-135
0.618 132-064
HIGH 131-270
0.618 131-199
0.500 131-178
0.382 131-156
LOW 131-085
0.618 130-291
1.000 130-220
1.618 130-106
2.618 129-241
4.250 128-259
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 131-178 131-280
PP 131-152 131-220
S1 131-126 131-160

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

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