ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 17-Aug-2016

Technical Consensus

Composite multi-indicator directional consensus and volatility profile

SELL(-0.22)

Moving Averages

Strong Sell

-0.60

Oscillators

Sell

-0.11

Price Levels

Neutral

0.00

Trend

Neutral

0.00

Relative Volume (20d): 1.00x

ATR(14) %: 0.5%

20-Day Historical Volatility: 0.0%

Day Change Summary (OHLC)

	Previous	Current
Metric	16-Aug-2016	17-Aug-2016	Change	Change %	Previous Week
Open	132-070	132-000	-0-070	-0.2%	132-015
High	132-205	132-125	-0-080	-0.2%	132-290
Low	131-280	131-265	-0-015	-0.0%	131-255
Close	132-000	132-035	0-035	0.1%	132-170
Range	0-245	0-180	-0-065	-26.5%	1-035
ATR(14)	0-209	0-207	-0-002	-1.0%	0-209
Volume	1,459,939	1,112,006	-347,933	-23.8%	5,120,204

Multi-Period Performance

1-Month (21d)

-0.1%

3-Month (63d)

2.2%

6-Month (126d)

1.8%

1-Year (252d)

—

Year-To-Date (YTD)

5.8%

52-Week Range

52W Low: 123-275 (6.7%)

Position (80%)

52W High: 134-075 (1.6%)

Daily Pivots for day following 17-Aug-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	133-255	133-165	132-134
R3	133-075	132-305	132-084
R2	132-215	132-215	132-068
R1	132-125	132-125	132-052	132-170
PP	132-035	132-035	132-035	132-058
S1	131-265	131-265	132-019	131-310
S2	131-175	131-175	132-002
S3	130-315	131-085	131-306
S4	130-135	130-225	131-256

Weekly Pivots for week ending 12-Aug-2016

Level	Classic	Woodie	Camarilla	DeMark
R4	135-237	135-078	133-045
R3	134-202	134-043	132-268
R2	133-167	133-167	132-235
R1	133-008	133-008	132-203	133-087
PP	132-132	132-132	132-132	132-171
S1	131-293	131-293	132-138	132-052
S2	131-097	131-097	132-105
S3	130-062	130-258	132-072
S4	129-027	129-223	131-295

Fisher Pivots for day following 17-Aug-2016

Pivot	1 Day	3 Day
R1	132-035	132-085
PP	132-035	132-068
S1	132-035	132-052

Fibonacci Retracements and Extensions

Single-day high/low extensions and retracements

Level	Price Level
4.250	134-250
2.618	133-276
1.618	133-096
1.000	132-305
0.618	132-236
HIGH	132-125
0.618	132-056
0.500	132-035
0.382	132-014
LOW	131-265
0.618	131-154
1.000	131-085
1.618	130-294
2.618	130-114
4.250	129-140

20-Day Swing Fibonacci Retracements

Swing Level	Price Level
23.6%	131-252
38.2%	130-087
50.0%	129-015
61.8%	127-263
78.6%	126-026

Moving Averages & Trend

Simple Moving Averages, Bollinger Bands, and Ichimoku Kinko Hyo

Period	SMA Value	Distance (Pts)	Distance (%)	Signal
5-Day SMA	132-060	-0-025	-0.1%	Below
10-Day SMA	132-101	-0-066	-0.2%	Below
20-Day SMA	132-124	-0-089	-0.2%	Below
50-Day SMA	132-116	-0-080	-0.2%	Below
100-Day SMA	131-083	0-273	0.6%	Above
200-Day SMA	Insufficient data

Bollinger Bands (20, 2):

Upper: 133-006

Middle: 132-124

Lower: 131-243

Bandwidth: 1.0%

Ichimoku Kinko Hyo:

Tenkan-sen: 132-138

Kijun-sen: 132-120

Span A: 132-129

Span B: 132-138

Chikou Span: 132-165

Technical Oscillators & Momentum

Multi-indicator status across trend, momentum, and volume

RSI (14)

Neutral

47.23

Neutral 30–70

MACD (12, 26, 9)

Bearish Cross

-0.03

Signal: 0.03 · Hist: -0.07

Stochastic (14, 3)

Neutral

%K: 23.26

%D: 24.03

StochRSI (14)

Neutral

%K: 11.30

%D: 18.39

ADX (14) & Trend

Neutral

10.37

+DI: 16.64 · -DI: 18.17

CCI (20)

Neutral

-81.77

Range -100 to +100

Williams %R (14)

Neutral

-76.74

Range -100 to 0

Ultimate Oscillator

Neutral

44.88

Periods: 7, 14, 28

ROC (12)

Bullish

-0.52%

12-period Rate of Change

Elder Bull/Bear (13)

Bears Control

0.07

Bull: 0.07 · Bear: -0.49

Crabel Price Patterns

Pattern	Signal / Value
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	0-039
Narrowest range in 2 trading days

High/Low/Range Statistics

Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	132-290	131-265	1-025	0.8%	0-225	0.5%	26%	False	True	1,108,290
10	133-030	131-255	1-095	1.0%	0-209	0.5%	24%	False	False	1,090,258
20	133-045	131-195	1-170	1.2%	0-200	0.5%	33%	False	False	1,113,395
40	134-075	130-215	3-180	2.7%	0-229	0.5%	40%	False	False	1,204,502
60	134-075	129-055	5-020	3.8%	0-205	0.5%	58%	False	False	1,187,687
80	134-075	128-285	5-110	4.0%	0-194	0.5%	60%	False	False	901,897
100	134-075	128-285	5-110	4.0%	0-174	0.4%	60%	False	False	721,761
120	134-075	127-310	6-085	4.7%	0-149	0.4%	66%	False	False	601,471

JSON API Access

Have your machine get this note via API for just $0.01.

Get this note via API