ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 130-210 130-125 -0-085 -0.2% 129-255
High 131-045 130-260 -0-105 -0.3% 131-045
Low 130-130 130-125 -0-005 0.0% 129-165
Close 130-150 130-240 0-090 0.2% 130-150
Range 0-235 0-135 -0-100 -42.5% 1-200
ATR 0-152 0-151 -0-001 -0.8% 0-000
Volume 11,168 9,747 -1,421 -12.7% 46,136
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 131-293 131-242 130-314
R3 131-158 131-107 130-277
R2 131-023 131-023 130-265
R1 130-292 130-292 130-252 130-318
PP 130-208 130-208 130-208 130-221
S1 130-157 130-157 130-228 130-182
S2 130-073 130-073 130-215
S3 129-258 130-022 130-203
S4 129-123 129-207 130-166
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
5 131-045 129-185 1-180 1.2% 0-188 0.4% 75% False False 9,571
10 131-045 128-285 2-080 1.7% 0-168 0.4% 83% False False 7,348
20 131-045 128-285 2-080 1.7% 0-135 0.3% 83% False False 4,486
40 131-075 128-010 3-065 2.4% 0-102 0.2% 85% False False 2,453
60 131-075 127-310 3-085 2.5% 0-069 0.2% 85% False False 1,635
80 131-075 126-175 4-220 3.6% 0-052 0.1% 90% False False 1,226
100 131-075 124-115 6-280 5.3% 0-041 0.1% 93% False False 981
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0-036
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-194
2.618 131-293
1.618 131-158
1.000 131-075
0.618 131-023
HIGH 130-260
0.618 130-208
0.500 130-192
0.382 130-177
LOW 130-125
0.618 130-042
1.000 129-310
1.618 129-227
2.618 129-092
4.250 128-191
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 130-224 130-230
PP 130-208 130-220
S1 130-192 130-210

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

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