ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 02-Sep-2016
Day Change Summary
Previous Current
01-Sep-2016 02-Sep-2016 Change Change % Previous Week
Open 130-255 130-305 0-050 0.1% 130-130
High 131-020 131-120 0-100 0.2% 131-120
Low 130-140 130-160 0-020 0.0% 130-105
Close 130-305 130-250 -0-055 -0.1% 130-250
Range 0-200 0-280 0-080 40.0% 1-015
ATR 0-175 0-183 0-007 4.3% 0-000
Volume 1,394,104 1,379,431 -14,673 -1.1% 6,272,855
Daily Pivots for day following 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-163 133-007 131-084
R3 132-203 132-047 131-007
R2 131-243 131-243 130-301
R1 131-087 131-087 130-276 131-025
PP 130-283 130-283 130-283 130-253
S1 130-127 130-127 130-224 130-065
S2 130-003 130-003 130-199
S3 129-043 129-167 130-173
S4 128-083 128-207 130-096
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-310 133-135 131-114
R3 132-295 132-120 131-022
R2 131-280 131-280 130-311
R1 131-105 131-105 130-281 131-193
PP 130-265 130-265 130-265 130-309
S1 130-090 130-090 130-219 130-178
S2 129-250 129-250 130-189
S3 128-235 129-075 130-158
S4 127-220 128-060 130-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-120 130-105 1-015 0.8% 0-185 0.4% 43% True False 1,254,571
10 131-145 130-105 1-040 0.9% 0-176 0.4% 40% False False 999,809
20 131-290 130-105 1-185 1.2% 0-179 0.4% 29% False False 509,723
40 132-255 130-105 2-150 1.9% 0-176 0.4% 18% False False 256,039
60 133-095 130-015 3-080 2.5% 0-164 0.4% 23% False False 170,767
80 133-095 128-195 4-220 3.6% 0-125 0.3% 46% False False 128,075
100 133-095 128-045 5-050 3.9% 0-100 0.2% 51% False False 102,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-062
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-030
2.618 133-213
1.618 132-253
1.000 132-080
0.618 131-293
HIGH 131-120
0.618 131-013
0.500 130-300
0.382 130-267
LOW 130-160
0.618 129-307
1.000 129-200
1.618 129-027
2.618 128-067
4.250 126-250
Fisher Pivots for day following 02-Sep-2016
Pivot 1 day 3 day
R1 130-300 130-290
PP 130-283 130-277
S1 130-267 130-263

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

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