ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 31-Aug-2016
Day Change Summary
Previous Current
30-Aug-2016 31-Aug-2016 Change Change % Previous Week
Open 131-005 130-310 -0-015 0.0% 130-285
High 131-020 131-040 0-020 0.0% 131-145
Low 130-235 130-245 0-010 0.0% 130-125
Close 130-295 130-295 0-000 0.0% 130-130
Range 0-105 0-115 0-010 9.5% 1-020
ATR 0-178 0-173 -0-004 -2.5% 0-000
Volume 959,138 1,303,110 343,972 35.9% 3,725,239
Daily Pivots for day following 31-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-005 131-265 131-038
R3 131-210 131-150 131-007
R2 131-095 131-095 130-316
R1 131-035 131-035 130-306 131-008
PP 130-300 130-300 130-300 130-286
S1 130-240 130-240 130-284 130-212
S2 130-185 130-185 130-274
S3 130-070 130-125 130-263
S4 129-275 130-010 130-232
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% 0-176 0.4% 53% False False 1,265,123
10 131-160 130-105 1-055 0.9% 0-160 0.4% 51% False False 731,496
20 132-040 130-105 1-255 1.4% 0-180 0.4% 33% False False 372,101
40 132-295 130-105 2-190 2.0% 0-172 0.4% 23% False False 186,705
60 133-095 130-015 3-080 2.5% 0-158 0.4% 27% False False 124,541
80 133-095 128-195 4-220 3.6% 0-119 0.3% 49% False False 93,406
100 133-095 128-045 5-050 3.9% 0-095 0.2% 54% False False 74,725
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 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-209
2.618 132-021
1.618 131-226
1.000 131-155
0.618 131-111
HIGH 131-040
0.618 130-316
0.500 130-302
0.382 130-289
LOW 130-245
0.618 130-174
1.000 130-130
1.618 130-059
2.618 129-264
4.250 129-076
Fisher Pivots for day following 31-Aug-2016
Pivot 1 day 3 day
R1 130-302 130-274
PP 130-300 130-253
S1 130-298 130-232

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

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