ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 26-Sep-2016
Day Change Summary
Previous Current
23-Sep-2016 26-Sep-2016 Change Change % Previous Week
Open 130-295 131-020 0-045 0.1% 130-170
High 131-025 131-145 0-120 0.3% 131-030
Low 130-275 131-000 0-045 0.1% 130-020
Close 131-010 131-100 0-090 0.2% 131-010
Range 0-070 0-145 0-075 107.2% 1-010
ATR 0-175 0-173 -0-002 -1.2% 0-000
Volume 719,773 828,179 108,406 15.1% 4,276,158
Daily Pivots for day following 26-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-197 132-133 131-180
R3 132-052 131-308 131-140
R2 131-227 131-227 131-127
R1 131-163 131-163 131-113 131-195
PP 131-082 131-082 131-082 131-097
S1 131-018 131-018 131-087 131-050
S2 130-257 130-257 131-073
S3 130-112 130-193 131-060
S4 129-287 130-048 131-020
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
5 131-145 130-020 1-125 1.1% 0-141 0.3% 90% True False 905,438
10 131-145 129-260 1-205 1.2% 0-169 0.4% 91% True False 993,070
20 131-180 129-260 1-240 1.3% 0-178 0.4% 86% False False 1,101,998
40 132-050 129-260 2-110 1.8% 0-179 0.4% 64% False False 649,724
60 133-095 129-260 3-155 2.7% 0-173 0.4% 43% False False 433,549
80 133-095 129-260 3-155 2.7% 0-157 0.4% 43% False False 325,164
100 133-095 128-195 4-220 3.6% 0-126 0.3% 58% False False 260,131
120 133-095 128-045 5-050 3.9% 0-105 0.2% 62% False False 216,776
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 0-041
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-121
2.618 132-205
1.618 132-060
1.000 131-290
0.618 131-235
HIGH 131-145
0.618 131-090
0.500 131-072
0.382 131-055
LOW 131-000
0.618 130-230
1.000 130-175
1.618 130-085
2.618 129-260
4.250 129-024
Fisher Pivots for day following 26-Sep-2016
Pivot 1 day 3 day
R1 131-091 131-073
PP 131-082 131-045
S1 131-072 131-018

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

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