ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 29-Jul-2016
Day Change Summary
Previous Current
28-Jul-2016 29-Jul-2016 Change Change % Previous Week
Open 132-205 132-210 0-005 0.0% 132-040
High 132-240 133-045 0-125 0.3% 133-045
Low 132-110 132-035 -0-075 -0.2% 131-265
Close 132-180 133-015 0-155 0.4% 133-015
Range 0-130 1-010 0-200 153.8% 1-100
ATR 0-206 0-215 0-009 4.3% 0-000
Volume 1,109,267 1,584,235 474,968 42.8% 5,620,277
Daily Pivots for day following 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-275 135-155 133-196
R3 134-265 134-145 133-106
R2 133-255 133-255 133-076
R1 133-135 133-135 133-045 133-195
PP 132-245 132-245 132-245 132-275
S1 132-125 132-125 132-305 132-185
S2 131-235 131-235 132-274
S3 130-225 131-115 132-244
S4 129-215 130-105 132-154
Weekly Pivots for week ending 29-Jul-2016
Classic Woodie Camarilla DeMark
R4 136-195 136-045 133-246
R3 135-095 134-265 133-130
R2 133-315 133-315 133-092
R1 133-165 133-165 133-054 133-240
PP 132-215 132-215 132-215 132-252
S1 132-065 132-065 132-296 132-140
S2 131-115 131-115 132-258
S3 130-015 130-285 132-220
S4 128-235 129-185 132-104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-045 131-265 1-100 1.0% 0-201 0.5% 93% True False 1,124,055
10 133-045 131-195 1-170 1.2% 0-188 0.4% 94% True False 1,047,715
20 134-075 131-195 2-200 2.0% 0-217 0.5% 55% False False 1,158,701
40 134-075 129-270 4-125 3.3% 0-218 0.5% 73% False False 1,215,186
60 134-075 129-055 5-020 3.8% 0-197 0.5% 77% False False 962,290
80 134-075 128-285 5-110 4.0% 0-178 0.4% 78% False False 722,518
100 134-075 127-310 6-085 4.7% 0-153 0.4% 81% False False 578,052
120 134-075 127-310 6-085 4.7% 0-128 0.3% 81% False False 481,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-066
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 137-168
2.618 135-269
1.618 134-259
1.000 134-055
0.618 133-249
HIGH 133-045
0.618 132-239
0.500 132-200
0.382 132-161
LOW 132-035
0.618 131-151
1.000 131-025
1.618 130-141
2.618 129-131
4.250 127-232
Fisher Pivots for day following 29-Jul-2016
Pivot 1 day 3 day
R1 132-290 132-275
PP 132-245 132-215
S1 132-200 132-155

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

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