ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-May-2016
Day Change Summary
Previous Current
04-May-2016 05-May-2016 Change Change % Previous Week
Open 130-075 130-130 0-055 0.1% 129-085
High 130-140 130-250 0-110 0.3% 130-000
Low 130-010 130-055 0-045 0.1% 128-285
Close 130-105 130-215 0-110 0.3% 129-295
Range 0-130 0-195 0-065 50.0% 1-035
ATR 0-142 0-146 0-004 2.7% 0-000
Volume 6,355 9,370 3,015 47.4% 19,876
Daily Pivots for day following 05-May-2016
Classic Woodie Camarilla DeMark
R4 132-118 132-042 131-002
R3 131-243 131-167 130-269
R2 131-048 131-048 130-251
R1 130-292 130-292 130-233 131-010
PP 130-173 130-173 130-173 130-193
S1 130-097 130-097 130-197 130-135
S2 129-298 129-298 130-179
S3 129-103 129-222 130-161
S4 128-228 129-027 130-108
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
5 130-250 129-165 1-085 1.0% 0-172 0.4% 91% True False 7,604
10 130-250 128-285 1-285 1.4% 0-151 0.4% 94% True False 5,587
20 131-055 128-285 2-090 1.7% 0-126 0.3% 78% False False 3,525
40 131-075 127-310 3-085 2.5% 0-092 0.2% 83% False False 1,930
60 131-075 127-310 3-085 2.5% 0-063 0.1% 83% False False 1,287
80 131-075 126-175 4-220 3.6% 0-047 0.1% 88% False False 965
100 131-075 124-115 6-280 5.3% 0-038 0.1% 92% False False 772
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-119
2.618 132-121
1.618 131-246
1.000 131-125
0.618 131-051
HIGH 130-250
0.618 130-176
0.500 130-153
0.382 130-130
LOW 130-055
0.618 129-254
1.000 129-180
1.618 129-059
2.618 128-184
4.250 127-186
Fisher Pivots for day following 05-May-2016
Pivot 1 day 3 day
R1 130-194 130-163
PP 130-173 130-110
S1 130-153 130-058

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

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