ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 29-Aug-2016
Day Change Summary
Previous Current
26-Aug-2016 29-Aug-2016 Change Change % Previous Week
Open 131-025 130-130 -0-215 -0.5% 130-285
High 131-145 131-010 -0-135 -0.3% 131-145
Low 130-125 130-105 -0-020 0.0% 130-125
Close 130-130 130-315 0-185 0.4% 130-130
Range 1-020 0-225 -0-115 -33.8% 1-020
ATR 0-180 0-183 0-003 1.8% 0-000
Volume 1,542,558 1,237,072 -305,486 -19.8% 3,725,239
Daily Pivots for day following 29-Aug-2016
Classic Woodie Camarilla DeMark
R4 132-285 132-205 131-119
R3 132-060 131-300 131-057
R2 131-155 131-155 131-036
R1 131-075 131-075 131-016 131-115
PP 130-250 130-250 130-250 130-270
S1 130-170 130-170 130-294 130-210
S2 130-025 130-025 130-274
S3 129-120 129-265 130-253
S4 128-215 129-040 130-191
Weekly Pivots for week ending 26-Aug-2016
Classic Woodie Camarilla DeMark
R4 133-300 133-075 130-317
R3 132-280 132-055 130-224
R2 131-260 131-260 130-192
R1 131-035 131-035 130-161 130-298
PP 130-240 130-240 130-240 130-211
S1 130-015 130-015 130-099 129-278
S2 129-220 129-220 130-068
S3 128-200 128-315 130-037
S4 127-180 127-295 129-263
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-145 130-105 1-040 0.9% 0-172 0.4% 58% False True 980,990
10 131-200 130-105 1-095 1.0% 0-179 0.4% 51% False True 509,418
20 132-040 130-105 1-255 1.4% 0-183 0.4% 37% False True 259,186
40 133-095 130-105 2-310 2.3% 0-174 0.4% 22% False True 130,188
60 133-095 130-015 3-080 2.5% 0-154 0.4% 29% False False 86,837
80 133-095 128-195 4-220 3.6% 0-116 0.3% 51% False False 65,128
100 133-095 128-045 5-050 3.9% 0-093 0.2% 55% False False 52,102
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 0-056
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-006
2.618 132-279
1.618 132-054
1.000 131-235
0.618 131-149
HIGH 131-010
0.618 130-244
0.500 130-218
0.382 130-191
LOW 130-105
0.618 129-286
1.000 129-200
1.618 129-061
2.618 128-156
4.250 127-109
Fisher Pivots for day following 29-Aug-2016
Pivot 1 day 3 day
R1 130-283 130-305
PP 130-250 130-295
S1 130-218 130-285

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

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