ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Sep-2016
Day Change Summary
Previous Current
26-Sep-2016 27-Sep-2016 Change Change % Previous Week
Open 131-020 131-115 0-095 0.2% 130-170
High 131-145 131-215 0-070 0.2% 131-030
Low 131-000 131-045 0-045 0.1% 130-020
Close 131-100 131-170 0-070 0.2% 131-010
Range 0-145 0-170 0-025 17.3% 1-010
ATR 0-173 0-172 0-000 -0.1% 0-000
Volume 828,179 1,172,225 344,046 41.5% 4,276,158
Daily Pivots for day following 27-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-013 132-262 131-264
R3 132-163 132-092 131-217
R2 131-313 131-313 131-201
R1 131-242 131-242 131-186 131-278
PP 131-143 131-143 131-143 131-161
S1 131-072 131-072 131-154 131-108
S2 130-293 130-293 131-139
S3 130-123 130-222 131-123
S4 129-273 130-052 131-077
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
5 131-215 130-020 1-195 1.2% 0-148 0.4% 91% True False 982,476
10 131-215 129-300 1-235 1.3% 0-155 0.4% 92% True False 966,232
20 131-215 129-260 1-275 1.4% 0-175 0.4% 92% True False 1,098,756
40 132-040 129-260 2-100 1.8% 0-179 0.4% 74% False False 678,971
60 133-095 129-260 3-155 2.6% 0-174 0.4% 49% False False 453,044
80 133-095 129-260 3-155 2.6% 0-160 0.4% 49% False False 339,817
100 133-095 128-195 4-220 3.6% 0-128 0.3% 62% False False 271,853
120 133-095 128-045 5-050 3.9% 0-106 0.3% 66% False False 226,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-040
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-298
2.618 133-020
1.618 132-170
1.000 132-065
0.618 132-000
HIGH 131-215
0.618 131-150
0.500 131-130
0.382 131-110
LOW 131-045
0.618 130-260
1.000 130-195
1.618 130-090
2.618 129-240
4.250 128-282
Fisher Pivots for day following 27-Sep-2016
Pivot 1 day 3 day
R1 131-157 131-142
PP 131-143 131-113
S1 131-130 131-085

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.