ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 09-Sep-2016
Day Change Summary
Previous Current
08-Sep-2016 09-Sep-2016 Change Change % Previous Week
Open 131-110 130-265 -0-165 -0.4% 130-225
High 131-140 130-290 -0-170 -0.4% 131-180
Low 130-215 130-095 -0-120 -0.3% 130-095
Close 130-230 130-115 -0-115 -0.3% 130-115
Range 0-245 0-195 -0-050 -20.4% 1-085
ATR 0-186 0-187 0-001 0.3% 0-000
Volume 1,255,997 1,279,248 23,251 1.9% 4,637,819
Daily Pivots for day following 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-112 131-308 130-222
R3 131-237 131-113 130-169
R2 131-042 131-042 130-151
R1 130-238 130-238 130-133 130-203
PP 130-167 130-167 130-167 130-149
S1 130-043 130-043 130-097 130-008
S2 129-292 129-292 130-079
S3 129-097 129-168 130-061
S4 128-222 128-293 130-008
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 134-172 133-228 131-018
R3 133-087 132-143 130-226
R2 132-002 132-002 130-189
R1 131-058 131-058 130-152 130-308
PP 130-237 130-237 130-237 130-201
S1 129-293 129-293 130-078 129-223
S2 129-152 129-152 130-041
S3 128-067 128-208 130-004
S4 126-302 127-123 129-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-180 130-095 1-085 1.0% 0-216 0.5% 5% False True 1,203,450
10 131-180 130-095 1-085 1.0% 0-207 0.5% 5% False True 1,245,323
20 131-290 130-095 1-195 1.2% 0-186 0.4% 4% False True 739,988
40 132-055 130-095 1-280 1.4% 0-180 0.4% 3% False True 371,894
60 133-095 130-015 3-080 2.5% 0-173 0.4% 10% False False 248,064
80 133-095 128-195 4-220 3.6% 0-135 0.3% 37% False False 186,048
100 133-095 128-045 5-050 4.0% 0-108 0.3% 43% False False 148,838
120 133-095 128-045 5-050 4.0% 0-090 0.2% 43% False False 124,032
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
4.250 133-159
2.618 132-161
1.618 131-286
1.000 131-165
0.618 131-091
HIGH 130-290
0.618 130-216
0.500 130-193
0.382 130-170
LOW 130-095
0.618 129-294
1.000 129-220
1.618 129-099
2.618 128-224
4.250 127-226
Fisher Pivots for day following 09-Sep-2016
Pivot 1 day 3 day
R1 130-193 130-298
PP 130-167 130-237
S1 130-141 130-176

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

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