ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 20-Sep-2016
Day Change Summary
Previous Current
19-Sep-2016 20-Sep-2016 Change Change % Previous Week
Open 130-170 130-095 -0-075 -0.2% 130-095
High 130-195 130-220 0-025 0.1% 130-270
Low 130-080 130-085 0-005 0.0% 129-260
Close 130-135 130-160 0-025 0.1% 130-130
Range 0-115 0-135 0-020 17.4% 1-010
ATR 0-186 0-182 -0-004 -2.0% 0-000
Volume 577,146 787,032 209,886 36.4% 6,024,964
Daily Pivots for day following 20-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-240 131-175 130-234
R3 131-105 131-040 130-197
R2 130-290 130-290 130-185
R1 130-225 130-225 130-172 130-258
PP 130-155 130-155 130-155 130-171
S1 130-090 130-090 130-148 130-122
S2 130-020 130-020 130-135
S3 129-205 129-275 130-123
S4 129-070 129-140 130-086
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
5 130-270 129-300 0-290 0.7% 0-161 0.4% 62% False False 949,988
10 131-180 129-260 1-240 1.3% 0-180 0.4% 39% False False 1,084,085
20 131-180 129-260 1-240 1.3% 0-181 0.4% 39% False False 1,098,384
40 132-055 129-260 2-115 1.8% 0-186 0.4% 29% False False 556,468
60 133-095 129-260 3-155 2.7% 0-169 0.4% 20% False False 371,216
80 133-095 128-295 4-120 3.4% 0-150 0.4% 36% False False 278,412
100 133-095 128-195 4-220 3.6% 0-120 0.3% 40% False False 222,730
120 133-095 128-045 5-050 4.0% 0-100 0.2% 46% False False 185,608
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-042
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-154
2.618 131-253
1.618 131-118
1.000 131-035
0.618 130-303
HIGH 130-220
0.618 130-168
0.500 130-152
0.382 130-137
LOW 130-085
0.618 130-002
1.000 129-270
1.618 129-187
2.618 129-052
4.250 128-151
Fisher Pivots for day following 20-Sep-2016
Pivot 1 day 3 day
R1 130-157 130-172
PP 130-155 130-168
S1 130-152 130-164

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

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