ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 131-010 131-120 0-110 0.3% 131-215
High 131-150 131-260 0-110 0.3% 132-155
Low 130-300 131-040 0-060 0.1% 131-085
Close 131-140 131-145 0-005 0.0% 131-100
Range 0-170 0-220 0-050 29.4% 1-070
ATR 0-192 0-194 0-002 1.1% 0-000
Volume 38,703 12,250 -26,453 -68.3% 153,883
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-168 133-057 131-266
R3 132-268 132-157 131-206
R2 132-048 132-048 131-185
R1 131-257 131-257 131-165 131-312
PP 131-148 131-148 131-148 131-176
S1 131-037 131-037 131-125 131-092
S2 130-248 130-248 131-105
S3 130-028 130-137 131-084
S4 129-128 129-237 131-024
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
5 131-270 130-260 1-010 0.8% 0-201 0.5% 62% False False 23,047
10 132-155 130-260 1-215 1.3% 0-204 0.5% 38% False False 48,661
20 132-155 130-260 1-215 1.3% 0-182 0.4% 38% False False 668,336
40 133-045 130-260 2-105 1.8% 0-191 0.5% 28% False False 890,865
60 134-075 130-215 3-180 2.7% 0-214 0.5% 22% False False 1,025,779
80 134-075 129-055 5-020 3.9% 0-200 0.5% 45% False False 1,057,849
100 134-075 128-285 5-110 4.1% 0-191 0.5% 48% False False 855,185
120 134-075 128-285 5-110 4.1% 0-175 0.4% 48% False False 712,856
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 0-054
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-235
2.618 133-196
1.618 132-296
1.000 132-160
0.618 132-076
HIGH 131-260
0.618 131-176
0.500 131-150
0.382 131-124
LOW 131-040
0.618 130-224
1.000 130-140
1.618 130-004
2.618 129-104
4.250 128-065
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 131-150 131-130
PP 131-148 131-115
S1 131-147 131-100

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

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