ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 130-290 130-305 0-015 0.0% 129-125
High 131-025 131-090 0-065 0.2% 131-020
Low 130-270 130-285 0-015 0.0% 129-055
Close 130-290 131-030 0-060 0.1% 130-310
Range 0-075 0-125 0-050 66.7% 1-285
ATR 0-156 0-153 -0-002 -1.4% 0-000
Volume 793,256 1,024,783 231,527 29.2% 5,499,171
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-083 132-022 131-099
R3 131-278 131-217 131-064
R2 131-153 131-153 131-053
R1 131-092 131-092 131-041 131-122
PP 131-028 131-028 131-028 131-044
S1 130-287 130-287 131-019 130-318
S2 130-223 130-223 131-007
S3 130-098 130-162 130-316
S4 129-293 130-037 130-281
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
5 131-090 129-270 1-140 1.1% 0-169 0.4% 87% True False 1,040,611
10 131-090 129-055 2-035 1.6% 0-160 0.4% 91% True False 1,113,265
20 131-090 129-055 2-035 1.6% 0-159 0.4% 91% True False 714,626
40 131-090 128-285 2-125 1.8% 0-148 0.4% 92% True False 359,734
60 131-090 128-140 2-270 2.2% 0-124 0.3% 93% True False 240,015
80 131-090 127-310 3-100 2.5% 0-094 0.2% 94% True False 180,011
100 131-090 127-045 4-045 3.2% 0-075 0.2% 95% True False 144,009
120 131-090 124-115 6-295 5.3% 0-062 0.1% 97% True False 120,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-301
2.618 132-097
1.618 131-292
1.000 131-215
0.618 131-167
HIGH 131-090
0.618 131-042
0.500 131-028
0.382 131-013
LOW 130-285
0.618 130-208
1.000 130-160
1.618 130-083
2.618 129-278
4.250 129-074
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 131-029 131-018
PP 131-028 131-007
S1 131-028 130-315

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

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