ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 19-Sep-2016
Day Change Summary
Previous Current
16-Sep-2016 19-Sep-2016 Change Change % Previous Week
Open 130-175 130-170 -0-005 0.0% 130-095
High 130-265 130-195 -0-070 -0.2% 130-270
Low 130-120 130-080 -0-040 -0.1% 129-260
Close 130-130 130-135 0-005 0.0% 130-130
Range 0-145 0-115 -0-030 -20.7% 1-010
ATR 0-191 0-186 -0-005 -2.8% 0-000
Volume 936,587 577,146 -359,441 -38.4% 6,024,964
Daily Pivots for day following 19-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-162 131-103 130-198
R3 131-047 130-308 130-167
R2 130-252 130-252 130-156
R1 130-193 130-193 130-146 130-165
PP 130-137 130-137 130-137 130-123
S1 130-078 130-078 130-124 130-050
S2 130-022 130-022 130-114
S3 129-227 129-283 130-103
S4 129-112 129-168 130-072
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-143 132-307 130-312
R3 132-133 131-297 130-221
R2 131-123 131-123 130-191
R1 130-287 130-287 130-160 131-045
PP 130-113 130-113 130-113 130-153
S1 129-277 129-277 130-100 130-035
S2 129-103 129-103 130-070
S3 128-093 128-267 130-039
S4 127-083 127-257 129-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 129-260 1-010 0.8% 0-197 0.5% 59% False False 1,080,703
10 131-180 129-260 1-240 1.3% 0-193 0.5% 35% False False 1,123,992
20 131-180 129-260 1-240 1.3% 0-185 0.4% 35% False False 1,061,901
40 132-055 129-260 2-115 1.8% 0-185 0.4% 26% False False 536,857
60 133-095 129-260 3-155 2.7% 0-183 0.4% 17% False False 358,099
80 133-095 128-295 4-120 3.4% 0-149 0.4% 34% False False 268,574
100 133-095 128-195 4-220 3.6% 0-119 0.3% 39% False False 214,859
120 133-095 128-045 5-050 4.0% 0-099 0.2% 44% False False 179,049
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 0-044
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-044
2.618 131-176
1.618 131-061
1.000 130-310
0.618 130-266
HIGH 130-195
0.618 130-151
0.500 130-138
0.382 130-124
LOW 130-080
0.618 130-009
1.000 129-285
1.618 129-214
2.618 129-099
4.250 128-231
Fisher Pivots for day following 19-Sep-2016
Pivot 1 day 3 day
R1 130-138 130-153
PP 130-137 130-147
S1 130-136 130-141

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

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