ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 08-Sep-2016
Day Change Summary
Previous Current
07-Sep-2016 08-Sep-2016 Change Change % Previous Week
Open 131-135 131-110 -0-025 -0.1% 130-130
High 131-180 131-140 -0-040 -0.1% 131-120
Low 131-085 130-215 -0-190 -0.5% 130-105
Close 131-115 130-230 -0-205 -0.5% 130-250
Range 0-095 0-245 0-150 157.9% 1-015
ATR 0-182 0-186 0-005 2.5% 0-000
Volume 916,466 1,255,997 339,531 37.0% 6,272,855
Daily Pivots for day following 08-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-077 132-238 131-045
R3 132-152 131-313 130-297
R2 131-227 131-227 130-275
R1 131-068 131-068 130-252 131-025
PP 130-302 130-302 130-302 130-280
S1 130-143 130-143 130-208 130-100
S2 130-057 130-057 130-185
S3 129-132 129-218 130-163
S4 128-207 128-293 130-095
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
5 131-180 130-140 1-040 0.9% 0-217 0.5% 25% False False 1,226,421
10 131-180 130-105 1-075 0.9% 0-196 0.5% 32% False False 1,245,772
20 131-290 130-105 1-185 1.2% 0-189 0.5% 25% False False 676,404
40 132-055 130-105 1-270 1.4% 0-180 0.4% 21% False False 339,922
60 133-095 130-015 3-080 2.5% 0-170 0.4% 21% False False 226,743
80 133-095 128-195 4-220 3.6% 0-132 0.3% 45% False False 170,057
100 133-095 128-045 5-050 3.9% 0-106 0.3% 50% False False 136,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-057
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-221
2.618 133-141
1.618 132-216
1.000 132-065
0.618 131-291
HIGH 131-140
0.618 131-046
0.500 131-018
0.382 130-309
LOW 130-215
0.618 130-064
1.000 129-290
1.618 129-139
2.618 128-214
4.250 127-134
Fisher Pivots for day following 08-Sep-2016
Pivot 1 day 3 day
R1 131-018 131-028
PP 130-302 130-308
S1 130-266 130-269

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

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