ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 130-195 130-255 0-060 0.1% 128-310
High 130-240 131-075 0-155 0.4% 130-090
Low 130-160 130-255 0-095 0.2% 128-245
Close 130-195 131-070 0-195 0.5% 130-060
Range 0-080 0-140 0-060 75.0% 1-165
ATR 0-116 0-122 0-006 5.2% 0-000
Volume 2,609 2,936 327 12.5% 619
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-127 132-078 131-147
R3 131-307 131-258 131-109
R2 131-167 131-167 131-096
R1 131-118 131-118 131-083 131-143
PP 131-027 131-027 131-027 131-039
S1 130-298 130-298 131-057 131-003
S2 130-207 130-207 131-044
S3 130-067 130-158 131-032
S4 129-247 130-018 130-313
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-093 133-242 131-007
R3 132-248 132-077 130-193
R2 131-083 131-083 130-149
R1 130-232 130-232 130-104 130-318
PP 129-238 129-238 129-238 129-281
S1 129-067 129-067 130-016 129-152
S2 128-073 128-073 129-291
S3 126-228 127-222 129-247
S4 125-063 126-057 129-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 130-005 1-070 0.9% 0-083 0.2% 99% True False 1,183
10 131-075 128-245 2-150 1.9% 0-086 0.2% 99% True False 653
20 131-075 127-310 3-085 2.5% 0-059 0.1% 100% True False 336
40 131-075 127-310 3-085 2.5% 0-031 0.1% 100% True False 168
60 131-075 126-175 4-220 3.6% 0-021 0.0% 100% True False 112
80 131-075 124-115 6-280 5.2% 0-015 0.0% 100% True False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-016
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-030
2.618 132-122
1.618 131-302
1.000 131-215
0.618 131-162
HIGH 131-075
0.618 131-022
0.500 131-005
0.382 130-308
LOW 130-255
0.618 130-168
1.000 130-115
1.618 130-028
2.618 129-208
4.250 128-300
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 131-048 131-033
PP 131-027 130-315
S1 131-005 130-278

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

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