ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 25-Jul-2016
Day Change Summary
Previous Current
22-Jul-2016 25-Jul-2016 Change Change % Previous Week
Open 132-095 132-040 -0-055 -0.1% 131-300
High 132-165 132-085 -0-080 -0.2% 132-165
Low 131-290 131-285 -0-005 0.0% 131-195
Close 132-040 132-020 -0-020 0.0% 132-040
Range 0-195 0-120 -0-075 -38.5% 0-290
ATR 0-219 0-212 -0-007 -3.2% 0-000
Volume 993,882 732,638 -261,244 -26.3% 4,856,880
Daily Pivots for day following 25-Jul-2016
Classic Woodie Camarilla DeMark
R4 133-063 133-002 132-086
R3 132-263 132-202 132-053
R2 132-143 132-143 132-042
R1 132-082 132-082 132-031 132-052
PP 132-023 132-023 132-023 132-009
S1 131-282 131-282 132-009 131-252
S2 131-223 131-223 131-318
S3 131-103 131-162 131-307
S4 130-303 131-042 131-274
Weekly Pivots for week ending 22-Jul-2016
Classic Woodie Camarilla DeMark
R4 134-257 134-118 132-200
R3 133-287 133-148 132-120
R2 132-317 132-317 132-093
R1 132-178 132-178 132-067 132-248
PP 132-027 132-027 132-027 132-061
S1 131-208 131-208 132-013 131-278
S2 131-057 131-057 131-307
S3 130-087 130-238 131-280
S4 129-117 129-268 131-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-165 131-195 0-290 0.7% 0-166 0.4% 50% False False 946,941
10 133-080 131-195 1-205 1.2% 0-190 0.4% 28% False False 1,082,508
20 134-075 131-195 2-200 2.0% 0-216 0.5% 17% False False 1,189,068
40 134-075 129-055 5-020 3.8% 0-211 0.5% 57% False False 1,210,447
60 134-075 129-055 5-020 3.8% 0-193 0.5% 57% False False 881,307
80 134-075 128-285 5-110 4.0% 0-171 0.4% 59% False False 661,460
100 134-075 127-310 6-085 4.7% 0-144 0.3% 65% False False 529,176
120 134-075 127-310 6-085 4.7% 0-121 0.3% 65% False False 440,980
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 133-275
2.618 133-079
1.618 132-279
1.000 132-205
0.618 132-159
HIGH 132-085
0.618 132-039
0.500 132-025
0.382 132-011
LOW 131-285
0.618 131-211
1.000 131-165
1.618 131-091
2.618 130-291
4.250 130-095
Fisher Pivots for day following 25-Jul-2016
Pivot 1 day 3 day
R1 132-025 132-020
PP 132-023 132-020
S1 132-022 132-020

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

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