ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 132-055 131-150 -0-225 -0.5% 131-200
High 132-065 131-200 -0-185 -0.4% 132-225
Low 131-260 131-085 -0-175 -0.4% 131-180
Close 131-275 131-145 -0-130 -0.3% 131-275
Range 0-125 0-115 -0-010 -8.0% 1-045
ATR 0-162 0-164 0-002 1.2% 0-000
Volume 1,170,164 1,004,678 -165,486 -14.1% 6,511,651
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-168 132-112 131-208
R3 132-053 131-317 131-177
R2 131-258 131-258 131-166
R1 131-202 131-202 131-156 131-172
PP 131-143 131-143 131-143 131-129
S1 131-087 131-087 131-134 131-058
S2 131-028 131-028 131-124
S3 130-233 130-292 131-113
S4 130-118 130-177 131-082
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
5 132-225 131-085 1-140 1.1% 0-168 0.4% 13% False True 1,282,757
10 132-225 130-220 2-005 1.5% 0-145 0.3% 38% False False 1,109,452
20 132-225 129-055 3-170 2.7% 0-155 0.4% 65% False False 1,123,515
40 132-225 128-285 3-260 2.9% 0-157 0.4% 67% False False 574,801
60 132-225 128-245 3-300 3.0% 0-137 0.3% 68% False False 383,570
80 132-225 127-310 4-235 3.6% 0-108 0.3% 74% False False 287,680
100 132-225 127-255 4-290 3.7% 0-086 0.2% 75% False False 230,144
120 132-225 124-115 8-110 6.3% 0-072 0.2% 85% False False 191,787
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 133-049
2.618 132-181
1.618 132-066
1.000 131-315
0.618 131-271
HIGH 131-200
0.618 131-156
0.500 131-142
0.382 131-129
LOW 131-085
0.618 131-014
1.000 130-290
1.618 130-219
2.618 130-104
4.250 129-236
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 131-144 131-315
PP 131-143 131-258
S1 131-142 131-202

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

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