ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Sep-2016
Day Change Summary
Previous Current
12-Sep-2016 13-Sep-2016 Change Change % Previous Week
Open 130-095 130-175 0-080 0.2% 130-225
High 130-195 130-255 0-060 0.1% 131-180
Low 130-055 129-260 -0-115 -0.3% 130-095
Close 130-160 129-315 -0-165 -0.4% 130-115
Range 0-140 0-315 0-175 125.0% 1-085
ATR 0-184 0-193 0-009 5.1% 0-000
Volume 1,198,593 1,440,609 242,016 20.2% 4,637,819
Daily Pivots for day following 13-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-048 132-177 130-168
R3 132-053 131-182 130-082
R2 131-058 131-058 130-053
R1 130-187 130-187 130-024 130-125
PP 130-063 130-063 130-063 130-033
S1 129-192 129-192 129-286 129-130
S2 129-068 129-068 129-257
S3 128-073 128-197 129-228
S4 127-078 127-202 129-142
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
5 131-180 129-260 1-240 1.3% 0-198 0.5% 10% False True 1,218,182
10 131-180 129-260 1-240 1.3% 0-196 0.5% 10% False True 1,231,280
20 131-200 129-260 1-260 1.4% 0-187 0.5% 9% False True 870,349
40 132-055 129-260 2-115 1.8% 0-183 0.4% 7% False True 437,852
60 133-095 129-260 3-155 2.7% 0-175 0.4% 5% False True 292,050
80 133-095 128-240 4-175 3.5% 0-140 0.3% 27% False False 219,038
100 133-095 128-045 5-050 4.0% 0-112 0.3% 36% False False 175,230
120 133-095 128-045 5-050 4.0% 0-094 0.2% 36% False False 146,025
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-053
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 134-314
2.618 133-120
1.618 132-125
1.000 131-250
0.618 131-130
HIGH 130-255
0.618 130-135
0.500 130-098
0.382 130-060
LOW 129-260
0.618 129-065
1.000 128-265
1.618 128-070
2.618 127-075
4.250 125-201
Fisher Pivots for day following 13-Sep-2016
Pivot 1 day 3 day
R1 130-098 130-115
PP 130-063 130-075
S1 130-029 130-035

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

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