ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 132-070 132-055 -0-015 0.0% 131-200
High 132-225 132-065 -0-160 -0.4% 132-225
Low 132-035 131-260 -0-095 -0.2% 131-180
Close 132-090 131-275 -0-135 -0.3% 131-275
Range 0-190 0-125 -0-065 -34.2% 1-045
ATR 0-163 0-162 -0-001 -0.6% 0-000
Volume 1,500,421 1,170,164 -330,257 -22.0% 6,511,651
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-042 132-283 132-024
R3 132-237 132-158 131-309
R2 132-112 132-112 131-298
R1 132-033 132-033 131-286 132-010
PP 131-307 131-307 131-307 131-295
S1 131-228 131-228 131-264 131-205
S2 131-182 131-182 131-252
S3 131-057 131-103 131-241
S4 130-252 130-298 131-206
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-148 134-257 132-156
R3 134-103 133-212 132-055
R2 133-058 133-058 132-022
R1 132-167 132-167 131-308 132-272
PP 132-013 132-013 132-013 132-066
S1 131-122 131-122 131-242 131-228
S2 130-288 130-288 131-208
S3 129-243 130-077 131-175
S4 128-198 129-032 131-074
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-225 131-180 1-045 0.9% 0-165 0.4% 26% False False 1,302,330
10 132-225 130-200 2-025 1.6% 0-148 0.3% 59% False False 1,116,960
20 132-225 129-055 3-170 2.7% 0-155 0.4% 76% False False 1,076,230
40 132-225 128-285 3-260 2.9% 0-157 0.4% 78% False False 549,710
60 132-225 128-245 3-300 3.0% 0-136 0.3% 79% False False 366,826
80 132-225 127-310 4-235 3.6% 0-106 0.3% 82% False False 275,122
100 132-225 127-205 5-020 3.8% 0-085 0.2% 83% False False 220,097
120 132-225 124-115 8-110 6.3% 0-071 0.2% 90% False False 183,414
Crabel Price Patterns
NR True
NR4 True
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 0-026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-276
2.618 133-072
1.618 132-267
1.000 132-190
0.618 132-142
HIGH 132-065
0.618 132-017
0.500 132-002
0.382 131-308
LOW 131-260
0.618 131-183
1.000 131-135
1.618 131-058
2.618 130-253
4.250 130-049
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 132-002 132-042
PP 131-307 132-013
S1 131-291 131-304

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

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