ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 130-090 130-130 0-040 0.1% 131-020
High 130-090 130-185 0-095 0.2% 131-055
Low 130-050 130-125 0-075 0.2% 130-050
Close 130-090 130-185 0-095 0.2% 130-185
Range 0-040 0-060 0-020 50.0% 1-005
ATR 0-121 0-119 -0-002 -1.5% 0-000
Volume 1,605 1,076 -529 -33.0% 7,109
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-025 131-005 130-218
R3 130-285 130-265 130-201
R2 130-225 130-225 130-196
R1 130-205 130-205 130-190 130-215
PP 130-165 130-165 130-165 130-170
S1 130-145 130-145 130-179 130-155
S2 130-105 130-105 130-174
S3 130-045 130-085 130-168
S4 129-305 130-025 130-152
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-218 133-047 131-044
R3 132-213 132-042 130-274
R2 131-208 131-208 130-245
R1 131-037 131-037 130-215 130-280
PP 130-203 130-203 130-203 130-165
S1 130-032 130-032 130-155 129-275
S2 129-198 129-198 130-125
S3 128-193 129-027 130-096
S4 127-188 128-022 130-006
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-055 130-050 1-005 0.8% 0-071 0.2% 42% False False 1,421
10 131-075 130-050 1-025 0.8% 0-076 0.2% 39% False False 1,336
20 131-075 128-140 2-255 2.1% 0-076 0.2% 77% False False 709
40 131-075 127-310 3-085 2.5% 0-042 0.1% 80% False False 354
60 131-075 127-050 4-025 3.1% 0-028 0.1% 84% False False 236
80 131-075 124-115 6-280 5.3% 0-021 0.0% 90% False False 177
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-120
2.618 131-022
1.618 130-282
1.000 130-245
0.618 130-222
HIGH 130-185
0.618 130-162
0.500 130-155
0.382 130-148
LOW 130-125
0.618 130-088
1.000 130-065
1.618 130-028
2.618 129-288
4.250 129-190
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 130-175 130-162
PP 130-165 130-140
S1 130-155 130-118

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

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