ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 130-240 130-210 -0-030 -0.1% 129-255
High 130-265 131-015 0-070 0.2% 131-045
Low 130-195 130-210 0-015 0.0% 129-165
Close 130-235 130-275 0-040 0.1% 130-150
Range 0-070 0-125 0-055 78.6% 1-200
ATR 0-145 0-144 -0-001 -1.0% 0-000
Volume 2,329 7,902 5,573 239.3% 46,136
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 132-008 131-267 131-024
R3 131-203 131-142 130-309
R2 131-078 131-078 130-298
R1 131-017 131-017 130-286 131-048
PP 130-273 130-273 130-273 130-289
S1 130-212 130-212 130-264 130-243
S2 130-148 130-148 130-252
S3 130-023 130-087 130-241
S4 129-218 129-282 130-206
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
5 131-045 130-055 0-310 0.7% 0-152 0.4% 71% False False 8,103
10 131-045 129-160 1-205 1.3% 0-158 0.4% 83% False False 7,270
20 131-045 128-285 2-080 1.7% 0-138 0.3% 88% False False 4,843
40 131-075 128-140 2-255 2.1% 0-106 0.3% 87% False False 2,709
60 131-075 127-310 3-085 2.5% 0-072 0.2% 89% False False 1,806
80 131-075 127-045 4-030 3.1% 0-054 0.1% 91% False False 1,354
100 131-075 124-115 6-280 5.3% 0-043 0.1% 95% False False 1,083
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 0-037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-226
2.618 132-022
1.618 131-217
1.000 131-140
0.618 131-092
HIGH 131-015
0.618 130-287
0.500 130-273
0.382 130-258
LOW 130-210
0.618 130-133
1.000 130-085
1.618 130-008
2.618 129-203
4.250 128-319
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 130-274 130-260
PP 130-273 130-245
S1 130-273 130-230

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

View Archives - Comment on this page... - Back to Index of Symbols