ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 01-Sep-2016
Day Change Summary
Previous Current
31-Aug-2016 01-Sep-2016 Change Change % Previous Week
Open 130-310 130-255 -0-055 -0.1% 130-285
High 131-040 131-020 -0-020 0.0% 131-145
Low 130-245 130-140 -0-105 -0.3% 130-125
Close 130-295 130-305 0-010 0.0% 130-130
Range 0-115 0-200 0-085 73.9% 1-020
ATR 0-173 0-175 0-002 1.1% 0-000
Volume 1,303,110 1,394,104 90,994 7.0% 3,725,239
Daily Pivots for day following 01-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-222 132-143 131-095
R3 132-022 131-263 131-040
R2 131-142 131-142 131-022
R1 131-063 131-063 131-003 131-102
PP 130-262 130-262 130-262 130-281
S1 130-183 130-183 130-287 130-222
S2 130-062 130-062 130-268
S3 129-182 129-303 130-250
S4 128-302 129-103 130-195
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% 0-197 0.5% 56% False False 1,287,196
10 131-145 130-105 1-040 0.9% 0-168 0.4% 56% False False 869,782
20 132-025 130-105 1-240 1.3% 0-181 0.4% 36% False False 440,999
40 132-295 130-105 2-190 2.0% 0-175 0.4% 24% False False 221,557
60 133-095 130-015 3-080 2.5% 0-160 0.4% 28% False False 147,776
80 133-095 128-195 4-220 3.6% 0-121 0.3% 50% False False 110,832
100 133-095 128-045 5-050 3.9% 0-097 0.2% 55% False False 88,666
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 0-051
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-230
2.618 132-224
1.618 132-024
1.000 131-220
0.618 131-144
HIGH 131-020
0.618 130-264
0.500 130-240
0.382 130-216
LOW 130-140
0.618 130-016
1.000 129-260
1.618 129-136
2.618 128-256
4.250 127-250
Fisher Pivots for day following 01-Sep-2016
Pivot 1 day 3 day
R1 130-283 130-287
PP 130-262 130-268
S1 130-240 130-250

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

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