ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 131-160 131-010 -0-150 -0.4% 131-215
High 131-235 131-150 -0-085 -0.2% 132-155
Low 130-260 130-300 0-040 0.1% 131-085
Close 130-310 131-140 0-150 0.4% 131-100
Range 0-295 0-170 -0-125 -42.4% 1-070
ATR 0-193 0-192 -0-002 -0.9% 0-000
Volume 31,255 38,703 7,448 23.8% 153,883
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-280 132-220 131-234
R3 132-110 132-050 131-187
R2 131-260 131-260 131-171
R1 131-200 131-200 131-156 131-230
PP 131-090 131-090 131-090 131-105
S1 131-030 131-030 131-124 131-060
S2 130-240 130-240 131-109
S3 130-070 130-180 131-093
S4 129-220 130-010 131-046
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
5 132-115 130-260 1-175 1.2% 0-204 0.5% 40% False False 25,359
10 132-155 130-260 1-215 1.3% 0-193 0.5% 37% False False 73,113
20 132-155 130-260 1-215 1.3% 0-180 0.4% 37% False False 723,324
40 133-045 130-260 2-105 1.8% 0-189 0.5% 27% False False 911,514
60 134-075 130-215 3-180 2.7% 0-212 0.5% 21% False False 1,041,941
80 134-075 129-055 5-020 3.9% 0-198 0.5% 45% False False 1,062,334
100 134-075 128-285 5-110 4.1% 0-190 0.5% 48% False False 855,085
120 134-075 128-245 5-150 4.2% 0-175 0.4% 49% False False 712,756
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-051
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-232
2.618 132-275
1.618 132-105
1.000 132-000
0.618 131-255
HIGH 131-150
0.618 131-085
0.500 131-065
0.382 131-045
LOW 130-300
0.618 130-195
1.000 130-130
1.618 130-025
2.618 129-175
4.250 128-218
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 131-115 131-122
PP 131-090 131-105
S1 131-065 131-088

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

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