ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 28-Sep-2016
Day Change Summary
Previous Current
27-Sep-2016 28-Sep-2016 Change Change % Previous Week
Open 131-115 131-165 0-050 0.1% 130-170
High 131-215 131-200 -0-015 0.0% 131-030
Low 131-045 131-105 0-060 0.1% 130-020
Close 131-170 131-140 -0-030 -0.1% 131-010
Range 0-170 0-095 -0-075 -44.1% 1-010
ATR 0-172 0-167 -0-006 -3.2% 0-000
Volume 1,172,225 1,073,897 -98,328 -8.4% 4,276,158
Daily Pivots for day following 28-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-113 132-062 131-192
R3 132-018 131-287 131-166
R2 131-243 131-243 131-157
R1 131-192 131-192 131-149 131-170
PP 131-148 131-148 131-148 131-137
S1 131-097 131-097 131-131 131-075
S2 131-053 131-053 131-123
S3 130-278 131-002 131-114
S4 130-183 130-227 131-088
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
5 131-215 130-210 1-005 0.8% 0-124 0.3% 77% False False 974,234
10 131-215 130-020 1-195 1.2% 0-147 0.3% 85% False False 967,953
20 131-215 129-260 1-275 1.4% 0-175 0.4% 87% False False 1,104,494
40 132-040 129-260 2-100 1.8% 0-177 0.4% 70% False False 705,775
60 133-095 129-260 3-155 2.7% 0-173 0.4% 47% False False 470,935
80 133-095 129-260 3-155 2.7% 0-161 0.4% 47% False False 353,241
100 133-095 128-195 4-220 3.6% 0-129 0.3% 60% False False 282,592
120 133-095 128-045 5-050 3.9% 0-107 0.3% 64% False False 235,494
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-041
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-284
2.618 132-129
1.618 132-034
1.000 131-295
0.618 131-259
HIGH 131-200
0.618 131-164
0.500 131-152
0.382 131-141
LOW 131-105
0.618 131-046
1.000 131-010
1.618 130-271
2.618 130-176
4.250 130-021
Fisher Pivots for day following 28-Sep-2016
Pivot 1 day 3 day
R1 131-152 131-129
PP 131-148 131-118
S1 131-144 131-108

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

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