ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-Apr-2016
Day Change Summary
Previous Current
11-Apr-2016 12-Apr-2016 Change Change % Previous Week
Open 131-020 130-220 -0-120 -0.3% 130-160
High 131-055 130-220 -0-155 -0.4% 131-075
Low 130-270 130-150 -0-120 -0.3% 130-110
Close 131-005 130-150 -0-175 -0.4% 131-000
Range 0-105 0-070 -0-035 -33.3% 0-285
ATR 0-120 0-124 0-004 3.3% 0-000
Volume 1,338 2,039 701 52.4% 6,255
Daily Pivots for day following 12-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-063 131-017 130-189
R3 130-313 130-267 130-169
R2 130-243 130-243 130-163
R1 130-197 130-197 130-156 130-185
PP 130-173 130-173 130-173 130-168
S1 130-127 130-127 130-144 130-115
S2 130-103 130-103 130-137
S3 130-033 130-057 130-131
S4 129-283 129-307 130-112
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-170 133-050 131-157
R3 132-205 132-085 131-078
R2 131-240 131-240 131-052
R1 131-120 131-120 131-026 131-180
PP 130-275 130-275 130-275 130-305
S1 130-155 130-155 130-294 130-215
S2 129-310 129-310 130-268
S3 129-025 129-190 130-242
S4 128-060 128-225 130-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 130-150 0-245 0.6% 0-093 0.2% 0% False True 1,856
10 131-075 129-265 1-130 1.1% 0-074 0.2% 46% False False 968
20 131-075 128-010 3-065 2.5% 0-071 0.2% 76% False False 522
40 131-075 127-310 3-085 2.5% 0-037 0.1% 77% False False 261
60 131-075 127-045 4-030 3.1% 0-025 0.1% 81% False False 174
80 131-075 124-115 6-280 5.3% 0-019 0.0% 89% False False 130
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0-012
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 131-197
2.618 131-083
1.618 131-013
1.000 130-290
0.618 130-263
HIGH 130-220
0.618 130-193
0.500 130-185
0.382 130-177
LOW 130-150
0.618 130-107
1.000 130-080
1.618 130-037
2.618 129-287
4.250 129-173
Fisher Pivots for day following 12-Apr-2016
Pivot 1 day 3 day
R1 130-185 130-263
PP 130-173 130-225
S1 130-162 130-188

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

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