ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 130-130 130-210 0-080 0.2% 129-255
High 130-250 131-045 0-115 0.3% 131-045
Low 130-055 130-130 0-075 0.2% 129-165
Close 130-215 130-150 -0-065 -0.2% 130-150
Range 0-195 0-235 0-040 20.5% 1-200
ATR 0-146 0-152 0-006 4.4% 0-000
Volume 9,370 11,168 1,798 19.2% 46,136
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 132-280 132-130 130-279
R3 132-045 131-215 130-215
R2 131-130 131-130 130-193
R1 130-300 130-300 130-172 130-258
PP 130-215 130-215 130-215 130-194
S1 130-065 130-065 130-128 130-023
S2 129-300 129-300 130-107
S3 129-065 129-150 130-085
S4 128-150 128-235 130-021
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 135-080 134-155 131-116
R3 133-200 132-275 130-293
R2 132-000 132-000 130-245
R1 131-075 131-075 130-198 131-198
PP 130-120 130-120 130-120 130-181
S1 129-195 129-195 130-102 129-318
S2 128-240 128-240 130-055
S3 127-040 127-315 130-007
S4 125-160 126-115 129-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-045 129-165 1-200 1.2% 0-192 0.5% 59% True False 9,227
10 131-045 128-285 2-080 1.7% 0-162 0.4% 70% True False 6,601
20 131-055 128-285 2-090 1.7% 0-134 0.3% 69% False False 4,066
40 131-075 127-310 3-085 2.5% 0-098 0.2% 77% False False 2,210
60 131-075 127-310 3-085 2.5% 0-066 0.2% 77% False False 1,473
80 131-075 126-175 4-220 3.6% 0-050 0.1% 84% False False 1,105
100 131-075 124-115 6-280 5.3% 0-040 0.1% 89% False False 884
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 0-040
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-084
2.618 133-020
1.618 132-105
1.000 131-280
0.618 131-190
HIGH 131-045
0.618 130-275
0.500 130-248
0.382 130-220
LOW 130-130
0.618 129-305
1.000 129-215
1.618 129-070
2.618 128-155
4.250 127-091
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 130-248 130-188
PP 130-215 130-175
S1 130-183 130-163

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

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