ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 21-Sep-2016
Day Change Summary
Previous Current
20-Sep-2016 21-Sep-2016 Change Change % Previous Week
Open 130-095 130-155 0-060 0.1% 130-095
High 130-220 130-235 0-015 0.0% 130-270
Low 130-085 130-020 -0-065 -0.2% 129-260
Close 130-160 130-190 0-030 0.1% 130-130
Range 0-135 0-215 0-080 59.3% 1-010
ATR 0-182 0-185 0-002 1.3% 0-000
Volume 787,032 1,115,107 328,075 41.7% 6,024,964
Daily Pivots for day following 21-Sep-2016
Classic Woodie Camarilla DeMark
R4 132-153 132-067 130-308
R3 131-258 131-172 130-249
R2 131-043 131-043 130-229
R1 130-277 130-277 130-210 131-000
PP 130-148 130-148 130-148 130-170
S1 130-062 130-062 130-170 130-105
S2 129-253 129-253 130-151
S3 129-038 129-167 130-131
S4 128-143 128-272 130-072
Weekly Pivots for week ending 16-Sep-2016
Classic Woodie Camarilla DeMark
R4 133-143 132-307 130-312
R3 132-133 131-297 130-221
R2 131-123 131-123 130-191
R1 130-287 130-287 130-160 131-045
PP 130-113 130-113 130-113 130-153
S1 129-277 129-277 130-100 130-035
S2 129-103 129-103 130-070
S3 128-093 128-267 130-039
S4 127-083 127-257 129-269
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-270 130-020 0-250 0.6% 0-169 0.4% 68% False True 961,672
10 131-140 129-260 1-200 1.2% 0-192 0.5% 48% False False 1,103,949
20 131-180 129-260 1-240 1.3% 0-186 0.4% 45% False False 1,143,484
40 132-055 129-260 2-115 1.8% 0-188 0.4% 33% False False 584,302
60 133-095 129-260 3-155 2.7% 0-172 0.4% 22% False False 389,801
80 133-095 128-295 4-120 3.4% 0-153 0.4% 38% False False 292,351
100 133-095 128-195 4-220 3.6% 0-122 0.3% 42% False False 233,881
120 133-095 128-045 5-050 3.9% 0-102 0.2% 48% False False 194,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-045
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-189
2.618 132-158
1.618 131-263
1.000 131-130
0.618 131-048
HIGH 130-235
0.618 130-153
0.500 130-128
0.382 130-102
LOW 130-020
0.618 129-207
1.000 129-125
1.618 128-312
2.618 128-097
4.250 127-066
Fisher Pivots for day following 21-Sep-2016
Pivot 1 day 3 day
R1 130-169 130-169
PP 130-148 130-148
S1 130-128 130-128

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

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