ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 06-Sep-2016
Day Change Summary
Previous Current
02-Sep-2016 06-Sep-2016 Change Change % Previous Week
Open 130-305 130-225 -0-080 -0.2% 130-130
High 131-120 131-140 0-020 0.0% 131-120
Low 130-160 130-195 0-035 0.1% 130-105
Close 130-250 131-115 0-185 0.4% 130-250
Range 0-280 0-265 -0-015 -5.4% 1-015
ATR 0-183 0-189 0-006 3.2% 0-000
Volume 1,379,431 1,186,108 -193,323 -14.0% 6,272,855
Daily Pivots for day following 06-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-198 133-102 131-261
R3 132-253 132-157 131-188
R2 131-308 131-308 131-164
R1 131-212 131-212 131-139 131-260
PP 131-043 131-043 131-043 131-068
S1 130-267 130-267 131-091 130-315
S2 130-098 130-098 131-066
S3 129-153 130-002 131-042
S4 128-208 129-057 130-289
Weekly Pivots for week ending 02-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-310 133-135 131-114
R3 132-295 132-120 131-022
R2 131-280 131-280 130-311
R1 131-105 131-105 130-281 131-193
PP 130-265 130-265 130-265 130-309
S1 130-090 130-090 130-219 130-178
S2 129-250 129-250 130-189
S3 128-235 129-075 130-158
S4 127-220 128-060 130-066
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-140 130-140 1-000 0.8% 0-193 0.5% 92% True False 1,244,378
10 131-145 130-105 1-040 0.9% 0-182 0.4% 92% False False 1,112,684
20 131-290 130-105 1-185 1.2% 0-187 0.4% 65% False False 568,847
40 132-065 130-105 1-280 1.4% 0-179 0.4% 55% False False 285,670
60 133-095 130-015 3-080 2.5% 0-165 0.4% 40% False False 190,535
80 133-095 128-195 4-220 3.6% 0-128 0.3% 59% False False 142,901
100 133-095 128-045 5-050 3.9% 0-102 0.2% 62% False False 114,321
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-306
2.618 133-194
1.618 132-249
1.000 132-085
0.618 131-304
HIGH 131-140
0.618 131-039
0.500 131-008
0.382 130-296
LOW 130-195
0.618 130-031
1.000 129-250
1.618 129-086
2.618 128-141
4.250 127-029
Fisher Pivots for day following 06-Sep-2016
Pivot 1 day 3 day
R1 131-079 131-070
PP 131-043 131-025
S1 131-008 130-300

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

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