ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 130-170 131-000 0-150 0.4% 130-125
High 130-305 131-020 0-035 0.1% 131-015
Low 130-165 130-145 -0-020 0.0% 130-125
Close 130-300 130-150 -0-150 -0.4% 130-300
Range 0-140 0-195 0-055 39.3% 0-210
ATR 0-143 0-147 0-004 2.6% 0-000
Volume 23,580 33,624 10,044 42.6% 58,721
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 132-157 132-028 130-257
R3 131-282 131-153 130-204
R2 131-087 131-087 130-186
R1 130-278 130-278 130-168 130-245
PP 130-212 130-212 130-212 130-195
S1 130-083 130-083 130-132 130-050
S2 130-017 130-017 130-114
S3 129-142 129-208 130-096
S4 128-267 129-013 130-043
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 132-243 132-162 131-096
R3 132-033 131-272 131-038
R2 131-143 131-143 131-019
R1 131-062 131-062 130-319 131-103
PP 130-253 130-253 130-253 130-274
S1 130-172 130-172 130-281 130-212
S2 130-043 130-043 130-261
S3 129-153 129-282 130-242
S4 128-263 129-072 130-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-020 130-145 0-195 0.5% 0-134 0.3% 3% True True 16,519
10 131-045 129-185 1-180 1.2% 0-161 0.4% 57% False False 13,045
20 131-045 128-285 2-080 1.7% 0-150 0.4% 70% False False 8,272
40 131-075 128-140 2-255 2.1% 0-116 0.3% 73% False False 4,518
60 131-075 127-310 3-085 2.5% 0-080 0.2% 77% False False 3,012
80 131-075 127-050 4-025 3.1% 0-060 0.1% 81% False False 2,259
100 131-075 124-115 6-280 5.3% 0-048 0.1% 89% False False 1,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-209
2.618 132-211
1.618 132-016
1.000 131-215
0.618 131-141
HIGH 131-020
0.618 130-266
0.500 130-242
0.382 130-219
LOW 130-145
0.618 130-024
1.000 129-270
1.618 129-149
2.618 128-274
4.250 127-276
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 130-242 130-242
PP 130-212 130-212
S1 130-181 130-181

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

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