ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 19-Apr-2016
Day Change Summary
Previous Current
18-Apr-2016 19-Apr-2016 Change Change % Previous Week
Open 130-245 130-095 -0-150 -0.4% 131-020
High 130-260 130-120 -0-140 -0.3% 131-055
Low 130-130 130-040 -0-090 -0.2% 130-050
Close 130-135 130-085 -0-050 -0.1% 130-185
Range 0-130 0-080 -0-050 -38.5% 1-005
ATR 0-120 0-118 -0-002 -1.5% 0-000
Volume 1,114 1,623 509 45.7% 7,109
Daily Pivots for day following 19-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-002 130-283 130-129
R3 130-242 130-203 130-107
R2 130-162 130-162 130-100
R1 130-123 130-123 130-092 130-102
PP 130-082 130-082 130-082 130-071
S1 130-043 130-043 130-078 130-022
S2 130-002 130-002 130-070
S3 129-242 129-283 130-063
S4 129-162 129-203 130-041
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
5 130-260 130-040 0-220 0.5% 0-078 0.2% 20% False True 1,293
10 131-075 130-040 1-035 0.9% 0-085 0.2% 13% False True 1,575
20 131-075 128-140 2-255 2.1% 0-083 0.2% 65% False False 845
40 131-075 127-310 3-085 2.5% 0-047 0.1% 70% False False 423
60 131-075 127-105 3-290 3.0% 0-031 0.1% 75% False False 282
80 131-075 124-115 6-280 5.3% 0-023 0.1% 86% False False 211
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 0-014
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-140
2.618 131-009
1.618 130-249
1.000 130-200
0.618 130-169
HIGH 130-120
0.618 130-089
0.500 130-080
0.382 130-071
LOW 130-040
0.618 129-311
1.000 129-280
1.618 129-231
2.618 129-151
4.250 129-020
Fisher Pivots for day following 19-Apr-2016
Pivot 1 day 3 day
R1 130-083 130-150
PP 130-082 130-128
S1 130-080 130-107

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

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