ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 131-245 131-080 -0-165 -0.4% 131-215
High 131-270 131-185 -0-085 -0.2% 132-155
Low 131-085 131-050 -0-035 -0.1% 131-085
Close 131-100 131-145 0-045 0.1% 131-100
Range 0-185 0-135 -0-050 -27.0% 1-070
ATR 0-189 0-186 -0-004 -2.1% 0-000
Volume 25,620 7,411 -18,209 -71.1% 153,883
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-212 132-153 131-219
R3 132-077 132-018 131-182
R2 131-262 131-262 131-170
R1 131-203 131-203 131-157 131-232
PP 131-127 131-127 131-127 131-141
S1 131-068 131-068 131-133 131-098
S2 130-312 130-312 131-120
S3 130-177 130-253 131-108
S4 130-042 130-118 131-071
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
5 132-155 131-050 1-105 1.0% 0-179 0.4% 22% False True 32,258
10 132-155 131-050 1-105 1.0% 0-180 0.4% 22% False True 328,955
20 132-225 131-050 1-175 1.2% 0-178 0.4% 19% False True 831,802
40 133-045 131-050 1-315 1.5% 0-185 0.4% 15% False True 953,321
60 134-075 130-215 3-180 2.7% 0-209 0.5% 22% False False 1,077,022
80 134-075 129-055 5-020 3.9% 0-196 0.5% 45% False False 1,063,906
100 134-075 128-285 5-110 4.1% 0-188 0.4% 48% False False 854,420
120 134-075 128-235 5-160 4.2% 0-172 0.4% 49% False False 712,173
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 True
Bull Hook False
Stretch 0-045
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-119
2.618 132-218
1.618 132-083
1.000 132-000
0.618 131-268
HIGH 131-185
0.618 131-133
0.500 131-118
0.382 131-102
LOW 131-050
0.618 130-287
1.000 130-235
1.618 130-152
2.618 130-017
4.250 129-116
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 131-136 131-242
PP 131-127 131-210
S1 131-118 131-178

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

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