ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 22-Sep-2016
Day Change Summary
Previous Current
21-Sep-2016 22-Sep-2016 Change Change % Previous Week
Open 130-155 130-225 0-070 0.2% 130-095
High 130-235 131-030 0-115 0.3% 130-270
Low 130-020 130-210 0-190 0.5% 129-260
Close 130-190 130-275 0-085 0.2% 130-130
Range 0-215 0-140 -0-075 -34.9% 1-010
ATR 0-185 0-183 -0-002 -0.9% 0-000
Volume 1,115,107 1,077,100 -38,007 -3.4% 6,024,964
Daily Pivots for day following 22-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-058 131-307 131-032
R3 131-238 131-167 130-314
R2 131-098 131-098 130-301
R1 131-027 131-027 130-288 131-063
PP 130-278 130-278 130-278 130-296
S1 130-207 130-207 130-262 130-243
S2 130-138 130-138 130-249
S3 129-318 130-067 130-237
S4 129-178 129-247 130-198
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
5 131-030 130-020 1-010 0.8% 0-150 0.4% 77% True False 898,594
10 131-030 129-260 1-090 1.0% 0-181 0.4% 82% True False 1,086,059
20 131-180 129-260 1-240 1.3% 0-189 0.5% 60% False False 1,165,916
40 132-055 129-260 2-115 1.8% 0-184 0.4% 44% False False 611,113
60 133-095 129-260 3-155 2.7% 0-173 0.4% 30% False False 407,752
80 133-095 128-295 4-120 3.3% 0-155 0.4% 44% False False 305,815
100 133-095 128-195 4-220 3.6% 0-124 0.3% 48% False False 244,652
120 133-095 128-045 5-050 3.9% 0-103 0.2% 53% False False 203,876
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 0-044
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-305
2.618 132-077
1.618 131-257
1.000 131-170
0.618 131-117
HIGH 131-030
0.618 130-297
0.500 130-280
0.382 130-263
LOW 130-210
0.618 130-123
1.000 130-070
1.618 129-303
2.618 129-163
4.250 128-255
Fisher Pivots for day following 22-Sep-2016
Pivot 1 day 3 day
R1 130-280 130-245
PP 130-278 130-215
S1 130-277 130-185

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

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