ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Aug-2016
Day Change Summary
Previous Current
29-Aug-2016 30-Aug-2016 Change Change % Previous Week
Open 130-130 131-005 0-195 0.5% 130-285
High 131-010 131-020 0-010 0.0% 131-145
Low 130-105 130-235 0-130 0.3% 130-125
Close 130-315 130-295 -0-020 0.0% 130-130
Range 0-225 0-105 -0-120 -53.3% 1-020
ATR 0-183 0-178 -0-006 -3.1% 0-000
Volume 1,237,072 959,138 -277,934 -22.5% 3,725,239
Daily Pivots for day following 30-Aug-2016
Classic Woodie Camarilla DeMark
R4 131-285 131-235 131-033
R3 131-180 131-130 131-004
R2 131-075 131-075 130-314
R1 131-025 131-025 130-305 130-318
PP 130-290 130-290 130-290 130-276
S1 130-240 130-240 130-285 130-213
S2 130-185 130-185 130-276
S3 130-080 130-135 130-266
S4 129-295 130-030 130-237
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
5 131-145 130-105 1-040 0.9% 0-169 0.4% 53% False False 1,130,195
10 131-160 130-105 1-055 0.9% 0-166 0.4% 51% False False 603,780
20 132-040 130-105 1-255 1.4% 0-180 0.4% 33% False False 307,055
40 133-095 130-105 2-310 2.3% 0-173 0.4% 20% False False 154,155
60 133-095 130-015 3-080 2.5% 0-156 0.4% 27% False False 102,823
80 133-095 128-195 4-220 3.6% 0-117 0.3% 49% False False 77,117
100 133-095 128-045 5-050 3.9% 0-094 0.2% 54% False False 61,694
Crabel Price Patterns
NR True
NR4 False
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 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-146
2.618 131-295
1.618 131-190
1.000 131-125
0.618 131-085
HIGH 131-020
0.618 130-300
0.500 130-288
0.382 130-275
LOW 130-235
0.618 130-170
1.000 130-130
1.618 130-065
2.618 129-280
4.250 129-109
Fisher Pivots for day following 30-Aug-2016
Pivot 1 day 3 day
R1 130-293 130-292
PP 130-290 130-288
S1 130-288 130-285

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

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