ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Sep-2016
Day Change Summary
Previous Current
14-Sep-2016 15-Sep-2016 Change Change % Previous Week
Open 130-010 130-110 0-100 0.2% 130-225
High 130-155 130-270 0-115 0.3% 131-180
Low 129-300 130-035 0-055 0.1% 130-095
Close 130-140 130-145 0-005 0.0% 130-115
Range 0-175 0-235 0-060 34.3% 1-085
ATR 0-192 0-195 0-003 1.6% 0-000
Volume 1,056,684 1,392,491 335,807 31.8% 4,637,819
Daily Pivots for day following 15-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-215 132-095 130-274
R3 131-300 131-180 130-210
R2 131-065 131-065 130-188
R1 130-265 130-265 130-167 131-005
PP 130-150 130-150 130-150 130-180
S1 130-030 130-030 130-123 130-090
S2 129-235 129-235 130-102
S3 129-000 129-115 130-080
S4 128-085 128-200 130-016
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
5 130-290 129-260 1-030 0.8% 0-212 0.5% 59% False False 1,273,525
10 131-180 129-260 1-240 1.3% 0-215 0.5% 37% False False 1,249,973
20 131-180 129-260 1-240 1.3% 0-188 0.4% 37% False False 990,734
40 132-055 129-260 2-115 1.8% 0-188 0.5% 27% False False 499,057
60 133-095 129-260 3-155 2.7% 0-182 0.4% 18% False False 332,870
80 133-095 128-240 4-175 3.5% 0-145 0.3% 37% False False 249,653
100 133-095 128-045 5-050 4.0% 0-116 0.3% 45% False False 199,722
120 133-095 128-045 5-050 4.0% 0-097 0.2% 45% False False 166,435
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 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-309
2.618 132-245
1.618 132-010
1.000 131-185
0.618 131-095
HIGH 130-270
0.618 130-180
0.500 130-153
0.382 130-125
LOW 130-035
0.618 129-210
1.000 129-120
1.618 128-295
2.618 128-060
4.250 126-316
Fisher Pivots for day following 15-Sep-2016
Pivot 1 day 3 day
R1 130-153 130-132
PP 130-150 130-118
S1 130-147 130-105

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

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