ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 131-010 131-200 0-190 0.5% 130-310
High 131-200 131-280 0-080 0.2% 131-200
Low 131-005 131-180 0-175 0.4% 130-200
Close 131-170 131-245 0-075 0.2% 131-170
Range 0-195 0-100 -0-095 -48.7% 1-000
ATR 0-156 0-153 -0-003 -2.1% 0-000
Volume 1,097,233 1,102,541 5,308 0.5% 4,657,957
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-215 132-170 131-300
R3 132-115 132-070 131-272
R2 132-015 132-015 131-263
R1 131-290 131-290 131-254 131-312
PP 131-235 131-235 131-235 131-246
S1 131-190 131-190 131-236 131-212
S2 131-135 131-135 131-227
S3 131-035 131-090 131-218
S4 130-255 130-310 131-190
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
5 131-280 130-220 1-060 0.9% 0-122 0.3% 91% True False 936,146
10 131-280 129-055 2-225 2.1% 0-159 0.4% 96% True False 1,125,966
20 131-280 129-055 2-225 2.1% 0-159 0.4% 96% True False 822,677
40 131-280 128-285 2-315 2.3% 0-153 0.4% 96% True False 414,662
60 131-280 128-140 3-140 2.6% 0-127 0.3% 97% True False 276,677
80 131-280 127-310 3-290 3.0% 0-097 0.2% 97% True False 207,508
100 131-280 127-050 4-230 3.6% 0-078 0.2% 98% True False 166,006
120 131-280 124-115 7-165 5.7% 0-065 0.2% 99% True False 138,338
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 0-024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-065
2.618 132-222
1.618 132-122
1.000 132-060
0.618 132-022
HIGH 131-280
0.618 131-242
0.500 131-230
0.382 131-218
LOW 131-180
0.618 131-118
1.000 131-080
1.618 131-018
2.618 130-238
4.250 130-075
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 131-240 131-204
PP 131-235 131-163
S1 131-230 131-122

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

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