ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 131-255 131-245 -0-010 0.0% 130-310
High 132-075 132-090 0-015 0.0% 131-200
Low 131-215 131-180 -0-035 -0.1% 130-200
Close 131-250 132-025 0-095 0.2% 131-170
Range 0-180 0-230 0-050 27.8% 1-000
ATR 0-155 0-160 0-005 3.5% 0-000
Volume 1,599,495 1,139,030 -460,465 -28.8% 4,657,957
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-042 133-263 132-152
R3 133-132 133-033 132-088
R2 132-222 132-222 132-067
R1 132-123 132-123 132-046 132-172
PP 131-312 131-312 131-312 132-016
S1 131-213 131-213 132-004 131-262
S2 131-082 131-082 131-303
S3 130-172 130-303 131-282
S4 129-262 130-073 131-218
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
5 132-090 130-285 1-125 1.1% 0-166 0.4% 85% True False 1,192,616
10 132-090 129-180 2-230 2.1% 0-168 0.4% 93% True False 1,124,416
20 132-090 129-055 3-035 2.4% 0-165 0.4% 93% True False 955,953
40 132-090 128-285 3-125 2.6% 0-158 0.4% 94% True False 483,056
60 132-090 128-140 3-270 2.9% 0-133 0.3% 95% True False 322,319
80 132-090 127-310 4-100 3.3% 0-102 0.2% 95% True False 241,740
100 132-090 127-105 4-305 3.8% 0-082 0.2% 96% True False 193,392
120 132-090 124-115 7-295 6.0% 0-068 0.2% 97% True False 161,160
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-025
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 135-108
2.618 134-052
1.618 133-142
1.000 133-000
0.618 132-232
HIGH 132-090
0.618 132-002
0.500 131-295
0.382 131-268
LOW 131-180
0.618 131-038
1.000 130-270
1.618 130-128
2.618 129-218
4.250 128-162
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 132-008 132-008
PP 131-312 131-312
S1 131-295 131-295

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

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