ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 03-May-2016
Day Change Summary
Previous Current
02-May-2016 03-May-2016 Change Change % Previous Week
Open 129-255 129-185 -0-070 -0.2% 129-085
High 130-000 130-110 0-110 0.3% 130-000
Low 129-165 129-185 0-020 0.0% 128-285
Close 129-175 130-060 0-205 0.5% 129-295
Range 0-155 0-245 0-090 58.1% 1-035
ATR 0-134 0-143 0-009 6.5% 0-000
Volume 8,028 11,215 3,187 39.7% 19,876
Daily Pivots for day following 03-May-2016
Classic Woodie Camarilla DeMark
R4 132-107 132-008 130-195
R3 131-182 131-083 130-127
R2 130-257 130-257 130-105
R1 130-158 130-158 130-082 130-208
PP 130-012 130-012 130-012 130-036
S1 129-233 129-233 130-038 129-282
S2 129-087 129-087 130-015
S3 128-162 128-308 129-313
S4 127-237 128-063 129-245
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-298 132-172 130-170
R3 131-263 131-137 130-073
R2 130-228 130-228 130-040
R1 130-102 130-102 130-008 130-165
PP 129-193 129-193 129-193 129-225
S1 129-067 129-067 129-262 129-130
S2 128-158 128-158 129-230
S3 127-123 128-032 129-197
S4 126-088 126-317 129-100
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-110 129-040 1-070 0.9% 0-176 0.4% 87% True False 6,715
10 130-120 128-285 1-155 1.1% 0-156 0.4% 87% False False 4,458
20 131-075 128-285 2-110 1.8% 0-120 0.3% 55% False False 3,016
40 131-075 127-310 3-085 2.5% 0-084 0.2% 68% False False 1,537
60 131-075 127-310 3-085 2.5% 0-057 0.1% 68% False False 1,025
80 131-075 126-020 5-055 4.0% 0-043 0.1% 80% False False 768
100 131-075 124-115 6-280 5.3% 0-034 0.1% 85% False False 615
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 0-020
Widest range in 107 trading days
Fibonacci Retracements and Extensions
4.250 133-191
2.618 132-111
1.618 131-186
1.000 131-035
0.618 130-261
HIGH 130-110
0.618 130-016
0.500 129-308
0.382 129-279
LOW 129-185
0.618 129-034
1.000 128-260
1.618 128-109
2.618 127-184
4.250 126-104
Fisher Pivots for day following 03-May-2016
Pivot 1 day 3 day
R1 130-036 130-033
PP 130-012 130-005
S1 129-308 129-298

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

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