ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 12-May-2016
Day Change Summary
Previous Current
11-May-2016 12-May-2016 Change Change % Previous Week
Open 130-210 130-285 0-075 0.2% 129-255
High 131-015 130-285 -0-050 -0.1% 131-045
Low 130-210 130-145 -0-065 -0.2% 129-165
Close 130-275 130-170 -0-105 -0.3% 130-150
Range 0-125 0-140 0-015 12.0% 1-200
ATR 0-144 0-143 0-000 -0.2% 0-000
Volume 7,902 15,163 7,261 91.9% 46,136
Daily Pivots for day following 12-May-2016
Classic Woodie Camarilla DeMark
R4 131-300 131-215 130-247
R3 131-160 131-075 130-209
R2 131-020 131-020 130-196
R1 130-255 130-255 130-183 130-228
PP 130-200 130-200 130-200 130-186
S1 130-115 130-115 130-157 130-088
S2 130-060 130-060 130-144
S3 129-240 129-295 130-132
S4 129-100 129-155 130-093
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
5 131-045 130-125 0-240 0.6% 0-141 0.3% 19% False False 9,261
10 131-045 129-165 1-200 1.2% 0-156 0.4% 63% False False 8,433
20 131-045 128-285 2-080 1.7% 0-143 0.3% 73% False False 5,521
40 131-075 128-140 2-255 2.1% 0-110 0.3% 75% False False 3,088
60 131-075 127-310 3-085 2.5% 0-074 0.2% 78% False False 2,059
80 131-075 127-050 4-025 3.1% 0-056 0.1% 83% False False 1,544
100 131-075 124-115 6-280 5.3% 0-045 0.1% 90% False False 1,235
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-240
2.618 132-012
1.618 131-192
1.000 131-105
0.618 131-052
HIGH 130-285
0.618 130-232
0.500 130-215
0.382 130-198
LOW 130-145
0.618 130-058
1.000 130-005
1.618 129-238
2.618 129-098
4.250 128-190
Fisher Pivots for day following 12-May-2016
Pivot 1 day 3 day
R1 130-215 130-240
PP 130-200 130-217
S1 130-185 130-193

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

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