ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Sep-2016
Day Change Summary
Previous Current
15-Sep-2016 16-Sep-2016 Change Change % Previous Week
Open 131-120 131-185 0-065 0.2% 131-080
High 131-260 131-265 0-005 0.0% 131-265
Low 131-040 131-125 0-085 0.2% 130-260
Close 131-145 131-130 -0-015 0.0% 131-130
Range 0-220 0-140 -0-080 -36.4% 1-005
ATR 0-194 0-190 -0-004 -2.0% 0-000
Volume 12,250 2,441 -9,809 -80.1% 92,060
Daily Pivots for day following 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-273 132-182 131-207
R3 132-133 132-042 131-168
R2 131-313 131-313 131-156
R1 131-222 131-222 131-143 131-198
PP 131-173 131-173 131-173 131-161
S1 131-082 131-082 131-117 131-058
S2 131-033 131-033 131-104
S3 130-213 130-262 131-092
S4 130-073 130-122 131-053
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-127 133-293 131-309
R3 133-122 132-288 131-219
R2 132-117 132-117 131-190
R1 131-283 131-283 131-160 132-040
PP 131-112 131-112 131-112 131-150
S1 130-278 130-278 131-100 131-035
S2 130-107 130-107 131-070
S3 129-102 129-273 131-041
S4 128-097 128-268 130-271
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-265 130-260 1-005 0.8% 0-192 0.5% 58% True False 18,412
10 132-155 130-260 1-215 1.3% 0-198 0.5% 36% False False 29,716
20 132-155 130-260 1-215 1.3% 0-183 0.4% 36% False False 624,218
40 133-045 130-260 2-105 1.8% 0-189 0.4% 26% False False 858,862
60 134-075 130-215 3-180 2.7% 0-215 0.5% 21% False False 1,010,539
80 134-075 129-055 5-020 3.9% 0-199 0.5% 44% False False 1,045,479
100 134-075 129-040 5-035 3.9% 0-192 0.5% 45% False False 855,176
120 134-075 128-285 5-110 4.1% 0-175 0.4% 47% False False 712,873
Crabel Price Patterns
NR True
NR4 True
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 0-051
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-220
2.618 132-312
1.618 132-172
1.000 132-085
0.618 132-032
HIGH 131-265
0.618 131-212
0.500 131-195
0.382 131-178
LOW 131-125
0.618 131-038
1.000 130-305
1.618 130-218
2.618 130-078
4.250 129-170
Fisher Pivots for day following 16-Sep-2016
Pivot 1 day 3 day
R1 131-195 131-128
PP 131-173 131-125
S1 131-152 131-122

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

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