ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 130-235 130-290 0-055 0.1% 129-125
High 131-015 131-025 0-010 0.0% 131-020
Low 130-220 130-270 0-050 0.1% 129-055
Close 130-305 130-290 -0-015 0.0% 130-310
Range 0-115 0-075 -0-040 -34.8% 1-285
ATR 0-162 0-156 -0-006 -3.8% 0-000
Volume 662,920 793,256 130,336 19.7% 5,499,171
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-207 131-163 131-011
R3 131-132 131-088 130-311
R2 131-057 131-057 130-304
R1 131-013 131-013 130-297 131-008
PP 130-302 130-302 130-302 130-299
S1 130-258 130-258 130-283 130-252
S2 130-227 130-227 130-276
S3 130-152 130-183 130-269
S4 130-077 130-108 130-249
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
5 131-025 129-180 1-165 1.2% 0-171 0.4% 89% True False 1,056,215
10 131-025 129-055 1-290 1.5% 0-158 0.4% 91% True False 1,146,889
20 131-025 129-055 1-290 1.5% 0-159 0.4% 91% True False 663,782
40 131-045 128-285 2-080 1.7% 0-147 0.4% 90% False False 334,141
60 131-075 128-010 3-065 2.4% 0-122 0.3% 90% False False 222,935
80 131-075 127-310 3-085 2.5% 0-092 0.2% 90% False False 167,201
100 131-075 127-045 4-030 3.1% 0-074 0.2% 92% False False 133,761
120 131-075 124-115 6-280 5.3% 0-061 0.1% 95% False False 111,467
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 132-024
2.618 131-221
1.618 131-146
1.000 131-100
0.618 131-071
HIGH 131-025
0.618 130-316
0.500 130-308
0.382 130-299
LOW 130-270
0.618 130-224
1.000 130-195
1.618 130-149
2.618 130-074
4.250 129-271
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 130-308 130-284
PP 130-302 130-278
S1 130-296 130-272

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

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