ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 14-Sep-2016
Day Change Summary
Previous Current
13-Sep-2016 14-Sep-2016 Change Change % Previous Week
Open 130-175 130-010 -0-165 -0.4% 130-225
High 130-255 130-155 -0-100 -0.2% 131-180
Low 129-260 129-300 0-040 0.1% 130-095
Close 129-315 130-140 0-145 0.3% 130-115
Range 0-315 0-175 -0-140 -44.4% 1-085
ATR 0-193 0-192 -0-001 -0.7% 0-000
Volume 1,440,609 1,056,684 -383,925 -26.7% 4,637,819
Daily Pivots for day following 14-Sep-2016
Classic Woodie Camarilla DeMark
R4 131-297 131-233 130-236
R3 131-122 131-058 130-188
R2 130-267 130-267 130-172
R1 130-203 130-203 130-156 130-235
PP 130-092 130-092 130-092 130-108
S1 130-028 130-028 130-124 130-060
S2 129-237 129-237 130-108
S3 129-062 129-173 130-092
S4 128-207 128-318 130-044
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
5 131-140 129-260 1-200 1.2% 0-214 0.5% 38% False False 1,246,226
10 131-180 129-260 1-240 1.3% 0-203 0.5% 36% False False 1,241,035
20 131-180 129-260 1-240 1.3% 0-184 0.4% 36% False False 922,407
40 132-055 129-260 2-115 1.8% 0-186 0.4% 26% False False 464,253
60 133-095 129-260 3-155 2.7% 0-178 0.4% 18% False False 309,662
80 133-095 128-240 4-175 3.5% 0-142 0.3% 37% False False 232,246
100 133-095 128-045 5-050 4.0% 0-114 0.3% 45% False False 185,797
120 133-095 128-045 5-050 4.0% 0-095 0.2% 45% False False 154,831
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-055
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-259
2.618 131-293
1.618 131-118
1.000 131-010
0.618 130-263
HIGH 130-155
0.618 130-088
0.500 130-068
0.382 130-047
LOW 129-300
0.618 129-192
1.000 129-125
1.618 129-017
2.618 128-162
4.250 127-196
Fisher Pivots for day following 14-Sep-2016
Pivot 1 day 3 day
R1 130-116 130-126
PP 130-092 130-112
S1 130-068 130-098

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

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