ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 130-095 130-120 0-025 0.1% 131-020
High 130-120 130-120 0-000 0.0% 131-055
Low 130-040 129-195 -0-165 -0.4% 130-050
Close 130-085 129-195 -0-210 -0.5% 130-185
Range 0-080 0-245 0-165 206.2% 1-005
ATR 0-118 0-127 0-009 7.7% 0-000
Volume 1,623 2,046 423 26.1% 7,109
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-052 131-208 130-010
R3 131-127 130-283 129-262
R2 130-202 130-202 129-240
R1 130-038 130-038 129-217 129-318
PP 129-277 129-277 129-277 129-256
S1 129-113 129-113 129-173 129-073
S2 129-032 129-032 129-150
S3 128-107 128-188 129-128
S4 127-182 127-263 129-060
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
5 130-260 129-195 1-065 0.9% 0-111 0.3% 0% False True 1,492
10 131-075 129-195 1-200 1.3% 0-102 0.2% 0% False True 1,518
20 131-075 128-235 2-160 1.9% 0-093 0.2% 35% False False 939
40 131-075 127-310 3-085 2.5% 0-053 0.1% 50% False False 474
60 131-075 127-190 3-205 2.8% 0-035 0.1% 55% False False 316
80 131-075 124-115 6-280 5.3% 0-026 0.1% 76% False False 237
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 0-010
Widest range in 98 trading days
Fibonacci Retracements and Extensions
4.250 133-201
2.618 132-121
1.618 131-196
1.000 131-045
0.618 130-271
HIGH 130-120
0.618 130-026
0.500 129-318
0.382 129-289
LOW 129-195
0.618 129-044
1.000 128-270
1.618 128-119
2.618 127-194
4.250 126-114
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 129-318 130-068
PP 129-277 130-003
S1 129-236 129-259

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

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