ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 131-080 131-160 0-080 0.2% 131-215
High 131-185 131-235 0-050 0.1% 132-155
Low 131-050 130-260 -0-110 -0.3% 131-085
Close 131-145 130-310 -0-155 -0.4% 131-100
Range 0-135 0-295 0-160 118.5% 1-070
ATR 0-186 0-193 0-008 4.2% 0-000
Volume 7,411 31,255 23,844 321.7% 153,883
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-300 133-120 131-152
R3 133-005 132-145 131-071
R2 132-030 132-030 131-044
R1 131-170 131-170 131-017 131-112
PP 131-055 131-055 131-055 131-026
S1 130-195 130-195 130-283 130-138
S2 130-080 130-080 130-256
S3 129-105 129-220 130-229
S4 128-130 128-245 130-148
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
5 132-155 130-260 1-215 1.3% 0-187 0.4% 9% False True 29,174
10 132-155 130-260 1-215 1.3% 0-187 0.4% 9% False True 167,857
20 132-205 130-260 1-265 1.4% 0-184 0.4% 9% False True 794,385
40 133-045 130-260 2-105 1.8% 0-188 0.4% 7% False True 932,732
60 134-075 130-215 3-180 2.7% 0-211 0.5% 8% False False 1,058,040
80 134-075 129-055 5-020 3.9% 0-197 0.5% 35% False False 1,062,588
100 134-075 128-285 5-110 4.1% 0-190 0.5% 39% False False 854,708
120 134-075 128-245 5-150 4.2% 0-173 0.4% 40% False False 712,433
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 135-209
2.618 134-047
1.618 133-072
1.000 132-210
0.618 132-097
HIGH 131-235
0.618 131-122
0.500 131-088
0.382 131-053
LOW 130-260
0.618 130-078
1.000 129-285
1.618 129-103
2.618 128-128
4.250 126-286
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 131-088 131-105
PP 131-055 131-067
S1 131-022 131-028

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

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