ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 130-265 130-095 -0-170 -0.4% 130-225
High 130-290 130-195 -0-095 -0.2% 131-180
Low 130-095 130-055 -0-040 -0.1% 130-095
Close 130-115 130-160 0-045 0.1% 130-115
Range 0-195 0-140 -0-055 -28.2% 1-085
ATR 0-187 0-184 -0-003 -1.8% 0-000
Volume 1,279,248 1,198,593 -80,655 -6.3% 4,637,819
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-237 131-178 130-237
R3 131-097 131-038 130-198
R2 130-277 130-277 130-186
R1 130-218 130-218 130-173 130-248
PP 130-137 130-137 130-137 130-151
S1 130-078 130-078 130-147 130-108
S2 129-317 129-317 130-134
S3 129-177 129-258 130-122
S4 129-037 129-118 130-083
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-172 133-228 131-018
R3 133-087 132-143 130-226
R2 132-002 132-002 130-189
R1 131-058 131-058 130-152 130-308
PP 130-237 130-237 130-237 130-201
S1 129-293 129-293 130-078 129-223
S2 129-152 129-152 130-041
S3 128-067 128-208 130-004
S4 126-302 127-123 129-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-055 1-125 1.1% 0-188 0.5% 24% False True 1,167,282
10 131-180 130-055 1-125 1.1% 0-187 0.4% 24% False True 1,210,926
20 131-235 130-055 1-180 1.2% 0-180 0.4% 21% False True 799,223
40 132-055 130-055 2-000 1.5% 0-178 0.4% 16% False True 401,848
60 133-095 130-015 3-080 2.5% 0-174 0.4% 14% False False 268,040
80 133-095 128-240 4-175 3.5% 0-136 0.3% 38% False False 201,030
100 133-095 128-045 5-050 4.0% 0-109 0.3% 46% False False 160,824
120 133-095 128-045 5-050 4.0% 0-091 0.2% 46% False False 134,020
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 0-048
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-150
2.618 131-242
1.618 131-102
1.000 131-015
0.618 130-282
HIGH 130-195
0.618 130-142
0.500 130-125
0.382 130-108
LOW 130-055
0.618 129-288
1.000 129-235
1.618 129-148
2.618 129-008
4.250 128-100
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 130-148 130-258
PP 130-137 130-225
S1 130-125 130-193

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

View Archives - Comment on this page... - Back to Index of Symbols