ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Aug-2016
Day Change Summary
Previous Current
25-Aug-2016 26-Aug-2016 Change Change % Previous Week
Open 131-070 131-025 -0-045 -0.1% 130-285
High 131-105 131-145 0-040 0.1% 131-145
Low 131-010 130-125 -0-205 -0.5% 130-125
Close 131-030 130-130 -0-220 -0.5% 130-130
Range 0-095 1-020 0-245 258.0% 1-020
ATR 0-168 0-180 0-012 7.3% 0-000
Volume 1,283,739 1,542,558 258,819 20.2% 3,725,239
Daily Pivots for day following 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-300 133-075 130-317
R3 132-280 132-055 130-224
R2 131-260 131-260 130-192
R1 131-035 131-035 130-161 130-298
PP 130-240 130-240 130-240 130-211
S1 130-015 130-015 130-099 129-278
S2 129-220 129-220 130-068
S3 128-200 128-315 130-037
S4 127-180 127-295 129-263
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-300 133-075 130-317
R3 132-280 132-055 130-224
R2 131-260 131-260 130-192
R1 131-035 131-035 130-161 130-298
PP 130-240 130-240 130-240 130-211
S1 130-015 130-015 130-099 129-278
S2 129-220 129-220 130-068
S3 128-200 128-315 130-037
S4 127-180 127-295 129-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-145 130-125 1-020 0.8% 0-168 0.4% 1% True True 745,047
10 131-235 130-125 1-110 1.0% 0-173 0.4% 1% False True 387,519
20 132-050 130-125 1-245 1.4% 0-180 0.4% 1% False True 197,450
40 133-095 130-125 2-290 2.2% 0-170 0.4% 1% False True 99,324
60 133-095 130-015 3-080 2.5% 0-151 0.4% 11% False False 66,219
80 133-095 128-195 4-220 3.6% 0-113 0.3% 38% False False 49,664
100 133-095 128-045 5-050 4.0% 0-090 0.2% 44% False False 39,731
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 0-056
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 135-310
2.618 134-075
1.618 133-055
1.000 132-165
0.618 132-035
HIGH 131-145
0.618 131-015
0.500 130-295
0.382 130-255
LOW 130-125
0.618 129-235
1.000 129-105
1.618 128-215
2.618 127-195
4.250 125-280
Fisher Pivots for day following 26-Aug-2016
Pivot 1 day 3 day
R1 130-295 130-295
PP 130-240 130-240
S1 130-185 130-185

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

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