ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 130-305 131-010 0-025 0.1% 130-310
High 131-090 131-200 0-110 0.3% 131-200
Low 130-285 131-005 0-040 0.1% 130-200
Close 131-030 131-170 0-140 0.3% 131-170
Range 0-125 0-195 0-070 56.0% 1-000
ATR 0-153 0-156 0-003 1.9% 0-000
Volume 1,024,783 1,097,233 72,450 7.1% 4,657,957
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-070 132-315 131-277
R3 132-195 132-120 131-224
R2 132-000 132-000 131-206
R1 131-245 131-245 131-188 131-282
PP 131-125 131-125 131-125 131-144
S1 131-050 131-050 131-152 131-088
S2 130-250 130-250 131-134
S3 130-055 130-175 131-116
S4 129-180 129-300 131-063
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-083 133-287 132-026
R3 133-083 132-287 131-258
R2 132-083 132-083 131-229
R1 131-287 131-287 131-199 132-025
PP 131-083 131-083 131-083 131-112
S1 130-287 130-287 131-141 131-025
S2 130-083 130-083 131-111
S3 129-083 129-287 131-082
S4 128-083 128-287 130-314
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-200 130-200 1-000 0.8% 0-130 0.3% 91% True False 931,591
10 131-200 129-055 2-145 1.9% 0-164 0.4% 96% True False 1,099,838
20 131-200 129-055 2-145 1.9% 0-161 0.4% 96% True False 768,729
40 131-200 128-285 2-235 2.1% 0-152 0.4% 97% True False 387,125
60 131-200 128-140 3-060 2.4% 0-127 0.3% 97% True False 258,302
80 131-200 127-310 3-210 2.8% 0-096 0.2% 97% True False 193,726
100 131-200 127-050 4-150 3.4% 0-077 0.2% 98% True False 154,981
120 131-200 124-115 7-085 5.5% 0-064 0.2% 99% True False 129,151
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 134-069
2.618 133-071
1.618 132-196
1.000 132-075
0.618 132-001
HIGH 131-200
0.618 131-126
0.500 131-102
0.382 131-079
LOW 131-005
0.618 130-204
1.000 130-130
1.618 130-009
2.618 129-134
4.250 128-136
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 131-148 131-138
PP 131-125 131-107
S1 131-102 131-075

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

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