ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 07-Sep-2016
Day Change Summary
Previous Current
06-Sep-2016 07-Sep-2016 Change Change % Previous Week
Open 130-225 131-135 0-230 0.5% 130-130
High 131-140 131-180 0-040 0.1% 131-120
Low 130-195 131-085 0-210 0.5% 130-105
Close 131-115 131-115 0-000 0.0% 130-250
Range 0-265 0-095 -0-170 -64.1% 1-015
ATR 0-189 0-182 -0-007 -3.5% 0-000
Volume 1,186,108 916,466 -269,642 -22.7% 6,272,855
Daily Pivots for day following 07-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-092 132-038 131-167
R3 131-317 131-263 131-141
R2 131-222 131-222 131-132
R1 131-168 131-168 131-124 131-148
PP 131-127 131-127 131-127 131-116
S1 131-073 131-073 131-106 131-052
S2 131-032 131-032 131-098
S3 130-257 130-298 131-089
S4 130-162 130-203 131-063
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
5 131-180 130-140 1-040 0.9% 0-191 0.5% 82% True False 1,235,843
10 131-180 130-105 1-075 0.9% 0-180 0.4% 84% True False 1,183,019
20 131-290 130-105 1-185 1.2% 0-184 0.4% 65% False False 613,880
40 132-055 130-105 1-270 1.4% 0-176 0.4% 56% False False 308,522
60 133-095 130-015 3-080 2.5% 0-167 0.4% 40% False False 205,810
80 133-095 128-195 4-220 3.6% 0-129 0.3% 59% False False 154,357
100 133-095 128-045 5-050 3.9% 0-103 0.2% 62% False False 123,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-057
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-264
2.618 132-109
1.618 132-014
1.000 131-275
0.618 131-239
HIGH 131-180
0.618 131-144
0.500 131-132
0.382 131-121
LOW 131-085
0.618 131-026
1.000 130-310
1.618 130-251
2.618 130-156
4.250 130-001
Fisher Pivots for day following 07-Sep-2016
Pivot 1 day 3 day
R1 131-132 131-080
PP 131-127 131-045
S1 131-121 131-010

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

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