ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 129-185 130-075 0-210 0.5% 129-085
High 130-110 130-140 0-030 0.1% 130-000
Low 129-185 130-010 0-145 0.3% 128-285
Close 130-060 130-105 0-045 0.1% 129-295
Range 0-245 0-130 -0-115 -47.0% 1-035
ATR 0-143 0-142 -0-001 -0.6% 0-000
Volume 11,215 6,355 -4,860 -43.3% 19,876
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 131-155 131-100 130-176
R3 131-025 130-290 130-141
R2 130-215 130-215 130-129
R1 130-160 130-160 130-117 130-187
PP 130-085 130-085 130-085 130-099
S1 130-030 130-030 130-093 130-058
S2 129-275 129-275 130-081
S3 129-145 129-220 130-069
S4 129-015 129-090 130-034
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
5 130-140 129-160 0-300 0.7% 0-165 0.4% 88% True False 6,437
10 130-140 128-285 1-175 1.2% 0-144 0.3% 93% True False 4,889
20 131-075 128-285 2-110 1.8% 0-123 0.3% 61% False False 3,204
40 131-075 127-310 3-085 2.5% 0-087 0.2% 72% False False 1,696
60 131-075 127-310 3-085 2.5% 0-059 0.1% 72% False False 1,131
80 131-075 126-020 5-055 4.0% 0-044 0.1% 82% False False 848
100 131-075 124-115 6-280 5.3% 0-036 0.1% 87% False False 678
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 0-026
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 132-052
2.618 131-160
1.618 131-030
1.000 130-270
0.618 130-220
HIGH 130-140
0.618 130-090
0.500 130-075
0.382 130-060
LOW 130-010
0.618 129-250
1.000 129-200
1.618 129-120
2.618 128-310
4.250 128-098
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 130-095 130-067
PP 130-085 130-030
S1 130-075 129-312

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

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