ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 131-000 130-145 -0-175 -0.4% 130-125
High 131-020 130-180 -0-160 -0.4% 131-015
Low 130-145 130-070 -0-075 -0.2% 130-125
Close 130-150 130-115 -0-035 -0.1% 130-300
Range 0-195 0-110 -0-085 -43.6% 0-210
ATR 0-147 0-144 -0-003 -1.8% 0-000
Volume 33,624 39,389 5,765 17.1% 58,721
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 131-132 131-073 130-175
R3 131-022 130-283 130-145
R2 130-232 130-232 130-135
R1 130-173 130-173 130-125 130-148
PP 130-122 130-122 130-122 130-109
S1 130-063 130-063 130-105 130-038
S2 130-012 130-012 130-095
S3 129-222 129-273 130-085
S4 129-112 129-163 130-055
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
5 131-020 130-070 0-270 0.6% 0-142 0.3% 17% False True 23,931
10 131-045 130-010 1-035 0.9% 0-147 0.4% 30% False False 15,862
20 131-045 128-285 2-080 1.7% 0-151 0.4% 65% False False 10,160
40 131-075 128-140 2-255 2.1% 0-117 0.3% 69% False False 5,503
60 131-075 127-310 3-085 2.5% 0-082 0.2% 73% False False 3,669
80 131-075 127-105 3-290 3.0% 0-061 0.1% 78% False False 2,751
100 131-075 124-115 6-280 5.3% 0-049 0.1% 87% False False 2,201
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 False
Bull Hook False
Stretch 0-031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-007
2.618 131-148
1.618 131-038
1.000 130-290
0.618 130-248
HIGH 130-180
0.618 130-138
0.500 130-125
0.382 130-112
LOW 130-070
0.618 130-002
1.000 129-280
1.618 129-212
2.618 129-102
4.250 128-243
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 130-125 130-205
PP 130-122 130-175
S1 130-118 130-145

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

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