ECBOT 10 Year T-Note Future December 2016

Trading Metrics calculated at close of trading on 22-Sep-2016

Day Change Summary
	Previous	Current
	21-Sep-2016	22-Sep-2016	Change	Change %	Previous Week
Open	130-155	130-225	0-070	0.2%	130-095
High	130-235	131-030	0-115	0.3%	130-270
Low	130-020	130-210	0-190	0.5%	129-260
Close	130-190	130-275	0-085	0.2%	130-130
Range	0-215	0-140	-0-075	-34.9%	1-010
ATR	0-185	0-183	-0-002	-0.9%	0-000
Volume	1,115,107	1,077,100	-38,007	-3.4%	6,024,964

Daily Pivots for day following 22-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	132-058	131-307	131-032
R3	131-238	131-167	130-314
R2	131-098	131-098	130-301
R1	131-027	131-027	130-288	131-063
PP	130-278	130-278	130-278	130-296
S1	130-207	130-207	130-262	130-243
S2	130-138	130-138	130-249
S3	129-318	130-067	130-237
S4	129-178	129-247	130-198

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	131-030	130-020	1-010	0.8%	0-150	0.4%	77%	True	False	898,594
10	131-030	129-260	1-090	1.0%	0-181	0.4%	82%	True	False	1,086,059
20	131-180	129-260	1-240	1.3%	0-189	0.5%	60%	False	False	1,165,916
40	132-055	129-260	2-115	1.8%	0-184	0.4%	44%	False	False	611,113
60	133-095	129-260	3-155	2.7%	0-173	0.4%	30%	False	False	407,752
80	133-095	128-295	4-120	3.3%	0-155	0.4%	44%	False	False	305,815
100	133-095	128-195	4-220	3.6%	0-124	0.3%	48%	False	False	244,652
120	133-095	128-045	5-050	3.9%	0-103	0.2%	53%	False	False	203,876

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	0-044
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-305
2.618	132-077
1.618	131-257
1.000	131-170
0.618	131-117
HIGH	131-030
0.618	130-297
0.500	130-280
0.382	130-263
LOW	130-210
0.618	130-123
1.000	130-070
1.618	129-303
2.618	129-163
4.250	128-255

Fisher Pivots for day following 22-Sep-2016
Pivot	1 day	3 day
R1	130-280	130-245
PP	130-278	130-215
S1	130-277	130-185

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols