ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Sep-2016
Day Change Summary
Previous Current
22-Sep-2016 23-Sep-2016 Change Change % Previous Week
Open 130-225 130-295 0-070 0.2% 130-170
High 131-030 131-025 -0-005 0.0% 131-030
Low 130-210 130-275 0-065 0.2% 130-020
Close 130-275 131-010 0-055 0.1% 131-010
Range 0-140 0-070 -0-070 -50.0% 1-010
ATR 0-183 0-175 -0-008 -4.4% 0-000
Volume 1,077,100 719,773 -357,327 -33.2% 4,276,158
Daily Pivots for day following 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-207 131-178 131-049
R3 131-137 131-108 131-029
R2 131-067 131-067 131-023
R1 131-038 131-038 131-016 131-052
PP 130-317 130-317 130-317 131-004
S1 130-288 130-288 131-004 130-303
S2 130-247 130-247 130-317
S3 130-177 130-218 130-311
S4 130-107 130-148 130-292
Weekly Pivots for week ending 23-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-263 133-147 131-192
R3 132-253 132-137 131-101
R2 131-243 131-243 131-071
R1 131-127 131-127 131-040 131-185
PP 130-233 130-233 130-233 130-263
S1 130-117 130-117 130-300 130-175
S2 129-223 129-223 130-270
S3 128-213 129-107 130-239
S4 127-203 128-097 130-149
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% 0-135 0.3% 94% False False 855,231
10 131-030 129-260 1-090 1.0% 0-169 0.4% 95% False False 1,030,112
20 131-180 129-260 1-240 1.3% 0-188 0.4% 70% False False 1,137,717
40 132-055 129-260 2-115 1.8% 0-183 0.4% 52% False False 629,078
60 133-095 129-260 3-155 2.7% 0-172 0.4% 35% False False 419,746
80 133-095 129-080 4-015 3.1% 0-156 0.4% 44% False False 314,812
100 133-095 128-195 4-220 3.6% 0-125 0.3% 52% False False 251,849
120 133-095 128-045 5-050 3.9% 0-104 0.2% 56% False False 209,874
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-043
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 132-002
2.618 131-208
1.618 131-138
1.000 131-095
0.618 131-068
HIGH 131-025
0.618 130-318
0.500 130-310
0.382 130-302
LOW 130-275
0.618 130-232
1.000 130-205
1.618 130-162
2.618 130-092
4.250 129-298
Fisher Pivots for day following 23-Sep-2016
Pivot 1 day 3 day
R1 131-003 130-282
PP 130-317 130-233
S1 130-310 130-185

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

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