ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 129-190 129-295 0-105 0.3% 129-125
High 129-315 131-020 1-025 0.8% 131-020
Low 129-180 129-270 0-090 0.2% 129-055
Close 129-280 130-310 1-030 0.8% 130-310
Range 0-135 1-070 0-255 188.9% 1-285
ATR 0-150 0-167 0-017 11.4% 0-000
Volume 1,102,804 1,642,334 539,530 48.9% 5,499,171
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-090 133-270 131-204
R3 133-020 132-200 131-097
R2 131-270 131-270 131-062
R1 131-130 131-130 131-026 131-200
PP 130-200 130-200 130-200 130-235
S1 130-060 130-060 130-274 130-130
S2 129-130 129-130 130-238
S3 128-060 128-310 130-203
S4 126-310 127-240 130-096
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 136-023 135-132 132-003
R3 134-058 133-167 131-156
R2 132-093 132-093 131-101
R1 131-202 131-202 131-045 131-308
PP 130-128 130-128 130-128 130-181
S1 129-237 129-237 130-255 130-022
S2 128-163 128-163 130-199
S3 126-198 127-272 130-144
S4 124-233 125-307 129-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-020 129-055 1-285 1.4% 0-199 0.5% 95% True False 1,268,084
10 131-020 129-055 1-285 1.4% 0-162 0.4% 95% True False 1,035,500
20 131-045 129-055 1-310 1.5% 0-164 0.4% 91% False False 538,147
40 131-055 128-285 2-090 1.7% 0-145 0.3% 91% False False 270,836
60 131-075 127-310 3-085 2.5% 0-116 0.3% 92% False False 180,669
80 131-075 127-310 3-085 2.5% 0-088 0.2% 92% False False 135,502
100 131-075 126-175 4-220 3.6% 0-070 0.2% 94% False False 108,401
120 131-075 124-115 6-280 5.2% 0-059 0.1% 96% False False 90,334
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 0-031
Widest range in 129 trading days
Fibonacci Retracements and Extensions
4.250 136-078
2.618 134-081
1.618 133-011
1.000 132-090
0.618 131-261
HIGH 131-020
0.618 130-191
0.500 130-145
0.382 130-099
LOW 129-270
0.618 129-029
1.000 128-200
1.618 127-279
2.618 126-209
4.250 124-212
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 130-255 130-236
PP 130-200 130-162
S1 130-145 130-088

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

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