ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 130-125 130-240 0-115 0.3% 129-255
High 130-260 130-265 0-005 0.0% 131-045
Low 130-125 130-195 0-070 0.2% 129-165
Close 130-240 130-235 -0-005 0.0% 130-150
Range 0-135 0-070 -0-065 -48.2% 1-200
ATR 0-151 0-145 -0-006 -3.8% 0-000
Volume 9,747 2,329 -7,418 -76.1% 46,136
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 131-122 131-088 130-273
R3 131-052 131-018 130-254
R2 130-302 130-302 130-248
R1 130-268 130-268 130-241 130-250
PP 130-232 130-232 130-232 130-223
S1 130-198 130-198 130-229 130-180
S2 130-162 130-162 130-222
S3 130-092 130-128 130-216
S4 130-022 130-058 130-197
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
5 131-045 130-010 1-035 0.8% 0-153 0.4% 63% False False 7,793
10 131-045 129-040 2-005 1.5% 0-164 0.4% 80% False False 7,254
20 131-045 128-285 2-080 1.7% 0-135 0.3% 82% False False 4,501
40 131-075 128-010 3-065 2.5% 0-103 0.2% 84% False False 2,512
60 131-075 127-310 3-085 2.5% 0-070 0.2% 85% False False 1,674
80 131-075 127-045 4-030 3.1% 0-052 0.1% 88% False False 1,256
100 131-075 124-115 6-280 5.3% 0-042 0.1% 93% False False 1,004
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-037
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 131-242
2.618 131-128
1.618 131-058
1.000 131-015
0.618 130-308
HIGH 130-265
0.618 130-238
0.500 130-230
0.382 130-222
LOW 130-195
0.618 130-152
1.000 130-125
1.618 130-082
2.618 130-012
4.250 129-218
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 130-233 130-245
PP 130-232 130-242
S1 130-230 130-238

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

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