ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 129-295 130-310 1-015 0.8% 129-125
High 131-020 131-020 0-000 0.0% 131-020
Low 129-270 130-200 0-250 0.6% 129-055
Close 130-310 130-280 -0-030 -0.1% 130-310
Range 1-070 0-140 -0-250 -64.1% 1-285
ATR 0-167 0-165 -0-002 -1.2% 0-000
Volume 1,642,334 1,079,765 -562,569 -34.3% 5,499,171
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-053 131-307 131-037
R3 131-233 131-167 130-318
R2 131-093 131-093 130-306
R1 131-027 131-027 130-293 130-310
PP 130-273 130-273 130-273 130-255
S1 130-207 130-207 130-267 130-170
S2 130-133 130-133 130-254
S3 129-313 130-067 130-242
S4 129-173 129-247 130-203
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% 0-196 0.5% 90% True False 1,315,787
10 131-020 129-055 1-285 1.4% 0-166 0.4% 90% True False 1,137,578
20 131-020 129-055 1-285 1.4% 0-159 0.4% 90% True False 591,577
40 131-055 128-285 2-090 1.7% 0-147 0.4% 87% False False 297,821
60 131-075 127-310 3-085 2.5% 0-119 0.3% 89% False False 198,665
80 131-075 127-310 3-085 2.5% 0-090 0.2% 89% False False 148,999
100 131-075 126-175 4-220 3.6% 0-072 0.2% 92% False False 119,199
120 131-075 124-115 6-280 5.3% 0-060 0.1% 95% False False 99,332
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-295
2.618 132-067
1.618 131-247
1.000 131-160
0.618 131-107
HIGH 131-020
0.618 130-287
0.500 130-270
0.382 130-253
LOW 130-200
0.618 130-113
1.000 130-060
1.618 129-293
2.618 129-153
4.250 128-245
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 130-277 130-220
PP 130-273 130-160
S1 130-270 130-100

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

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