ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 131-200 131-255 0-055 0.1% 130-310
High 131-280 132-075 0-115 0.3% 131-200
Low 131-180 131-215 0-035 0.1% 130-200
Close 131-245 131-250 0-005 0.0% 131-170
Range 0-100 0-180 0-080 80.0% 1-000
ATR 0-153 0-155 0-002 1.3% 0-000
Volume 1,102,541 1,599,495 496,954 45.1% 4,657,957
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-187 133-078 132-029
R3 133-007 132-218 131-300
R2 132-147 132-147 131-283
R1 132-038 132-038 131-266 132-002
PP 131-287 131-287 131-287 131-269
S1 131-178 131-178 131-234 131-142
S2 131-107 131-107 131-217
S3 130-247 130-318 131-200
S4 130-067 130-138 131-151
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
5 132-075 130-270 1-125 1.1% 0-135 0.3% 67% True False 1,123,461
10 132-075 129-155 2-240 2.1% 0-160 0.4% 84% True False 1,135,204
20 132-075 129-055 3-020 2.3% 0-159 0.4% 85% True False 900,971
40 132-075 128-285 3-110 2.5% 0-154 0.4% 86% True False 454,621
60 132-075 128-140 3-255 2.9% 0-130 0.3% 88% True False 303,336
80 132-075 127-310 4-085 3.2% 0-100 0.2% 89% True False 227,502
100 132-075 127-050 5-025 3.9% 0-080 0.2% 91% True False 182,001
120 132-075 124-115 7-280 6.0% 0-066 0.2% 94% True False 151,668
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 0-020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-200
2.618 133-226
1.618 133-046
1.000 132-255
0.618 132-186
HIGH 132-075
0.618 132-006
0.500 131-305
0.382 131-284
LOW 131-215
0.618 131-104
1.000 131-035
1.618 130-244
2.618 130-064
4.250 129-090
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 131-305 131-233
PP 131-287 131-217
S1 131-268 131-200

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

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