ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 17-Aug-2016
Day Change Summary
Previous Current
16-Aug-2016 17-Aug-2016 Change Change % Previous Week
Open 132-070 132-000 -0-070 -0.2% 132-015
High 132-205 132-125 -0-080 -0.2% 132-290
Low 131-280 131-265 -0-015 0.0% 131-255
Close 132-000 132-035 0-035 0.1% 132-170
Range 0-245 0-180 -0-065 -26.5% 1-035
ATR 0-209 0-207 -0-002 -1.0% 0-000
Volume 1,459,939 1,112,006 -347,933 -23.8% 5,120,204
Daily Pivots for day following 17-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-255 133-165 132-134
R3 133-075 132-305 132-084
R2 132-215 132-215 132-068
R1 132-125 132-125 132-052 132-170
PP 132-035 132-035 132-035 132-058
S1 131-265 131-265 132-018 131-310
S2 131-175 131-175 132-002
S3 130-315 131-085 131-306
S4 130-135 130-225 131-256
Weekly Pivots for week ending 12-Aug-2016
Classic Woodie Camarilla DeMark
R4 135-237 135-078 133-045
R3 134-202 134-043 132-268
R2 133-167 133-167 132-235
R1 133-008 133-008 132-203 133-088
PP 132-132 132-132 132-132 132-171
S1 131-293 131-293 132-137 132-052
S2 131-097 131-097 132-105
S3 130-062 130-258 132-072
S4 129-027 129-223 131-295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-290 131-265 1-025 0.8% 0-225 0.5% 26% False True 1,108,290
10 133-030 131-255 1-095 1.0% 0-210 0.5% 24% False False 1,090,257
20 133-045 131-195 1-170 1.2% 0-200 0.5% 33% False False 1,113,394
40 134-075 130-215 3-180 2.7% 0-229 0.5% 40% False False 1,204,501
60 134-075 129-055 5-020 3.8% 0-205 0.5% 58% False False 1,187,686
80 134-075 128-285 5-110 4.0% 0-194 0.5% 60% False False 901,897
100 134-075 128-285 5-110 4.0% 0-174 0.4% 60% False False 721,760
120 134-075 127-310 6-085 4.7% 0-149 0.4% 66% False False 601,470
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-250
2.618 133-276
1.618 133-096
1.000 132-305
0.618 132-236
HIGH 132-125
0.618 132-056
0.500 132-035
0.382 132-014
LOW 131-265
0.618 131-154
1.000 131-085
1.618 130-294
2.618 130-114
4.250 129-140
Fisher Pivots for day following 17-Aug-2016
Pivot 1 day 3 day
R1 132-035 132-085
PP 132-035 132-068
S1 132-035 132-052

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

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