ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 131-245 132-070 0-145 0.3% 130-310
High 132-090 132-225 0-135 0.3% 131-200
Low 131-180 132-035 0-175 0.4% 130-200
Close 132-025 132-090 0-065 0.2% 131-170
Range 0-230 0-190 -0-040 -17.4% 1-000
ATR 0-160 0-163 0-003 1.8% 0-000
Volume 1,139,030 1,500,421 361,391 31.7% 4,657,957
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-047 133-258 132-194
R3 133-177 133-068 132-142
R2 132-307 132-307 132-125
R1 132-198 132-198 132-107 132-252
PP 132-117 132-117 132-117 132-144
S1 132-008 132-008 132-073 132-062
S2 131-247 131-247 132-055
S3 131-057 131-138 132-038
S4 130-187 130-268 131-306
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
5 132-225 131-005 1-220 1.3% 0-179 0.4% 75% True False 1,287,744
10 132-225 129-270 2-275 2.2% 0-174 0.4% 85% True False 1,164,177
20 132-225 129-055 3-170 2.7% 0-156 0.4% 88% True False 1,024,560
40 132-225 128-285 3-260 2.9% 0-157 0.4% 89% True False 520,516
60 132-225 128-235 3-310 3.0% 0-135 0.3% 89% True False 347,323
80 132-225 127-310 4-235 3.6% 0-105 0.2% 91% True False 260,495
100 132-225 127-190 5-035 3.9% 0-084 0.2% 92% True False 208,396
120 132-225 124-115 8-110 6.3% 0-070 0.2% 95% True False 173,663
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 0-028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-072
2.618 134-082
1.618 133-212
1.000 133-095
0.618 133-022
HIGH 132-225
0.618 132-152
0.500 132-130
0.382 132-108
LOW 132-035
0.618 131-238
1.000 131-165
1.618 131-048
2.618 130-178
4.250 129-188
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 132-130 132-074
PP 132-117 132-058
S1 132-103 132-042

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

View Archives - Comment on this page... - Back to Index of Symbols