ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 130-145 130-070 -0-075 -0.2% 130-125
High 130-180 130-100 -0-080 -0.2% 131-015
Low 130-070 129-060 -1-010 -0.8% 130-125
Close 130-115 129-075 -1-040 -0.9% 130-300
Range 0-110 1-040 0-250 227.3% 0-210
ATR 0-144 0-161 0-016 11.4% 0-000
Volume 39,389 128,283 88,894 225.7% 58,721
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 132-305 132-070 129-273
R3 131-265 131-030 129-174
R2 130-225 130-225 129-141
R1 129-310 129-310 129-108 129-248
PP 129-185 129-185 129-185 129-154
S1 128-270 128-270 129-042 128-208
S2 128-145 128-145 129-009
S3 127-105 127-230 128-296
S4 126-065 126-190 128-197
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
5 131-020 129-060 1-280 1.5% 0-189 0.5% 3% False True 48,007
10 131-045 129-060 1-305 1.5% 0-170 0.4% 2% False True 28,055
20 131-045 128-285 2-080 1.7% 0-157 0.4% 15% False False 16,472
40 131-075 128-235 2-160 1.9% 0-125 0.3% 20% False False 8,705
60 131-075 127-310 3-085 2.5% 0-088 0.2% 39% False False 5,807
80 131-075 127-190 3-205 2.8% 0-066 0.2% 45% False False 4,355
100 131-075 124-115 6-280 5.3% 0-053 0.1% 71% False False 3,484
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 135-030
2.618 133-082
1.618 132-042
1.000 131-140
0.618 131-002
HIGH 130-100
0.618 129-282
0.500 129-240
0.382 129-198
LOW 129-060
0.618 128-158
1.000 128-020
1.618 127-118
2.618 126-078
4.250 124-130
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 129-240 130-040
PP 129-185 129-265
S1 129-130 129-170

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

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