ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 22-Jun-2016
Day Change Summary
Previous Current
21-Jun-2016 22-Jun-2016 Change Change % Previous Week
Open 131-100 131-065 -0-035 -0.1% 131-200
High 131-180 131-135 -0-045 -0.1% 132-225
Low 131-040 131-050 0-010 0.0% 131-180
Close 131-080 131-110 0-030 0.1% 131-275
Range 0-140 0-085 -0-055 -39.3% 1-045
ATR 0-163 0-157 -0-006 -3.4% 0-000
Volume 981,927 916,892 -65,035 -6.6% 6,511,651
Daily Pivots for day following 22-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-033 131-317 131-157
R3 131-268 131-232 131-133
R2 131-183 131-183 131-126
R1 131-147 131-147 131-118 131-165
PP 131-098 131-098 131-098 131-108
S1 131-062 131-062 131-102 131-080
S2 131-013 131-013 131-094
S3 130-248 130-297 131-087
S4 130-163 130-212 131-063
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
5 132-225 131-040 1-185 1.2% 0-131 0.3% 14% False False 1,114,816
10 132-225 130-285 1-260 1.4% 0-148 0.4% 25% False False 1,153,716
20 132-225 129-055 3-170 2.7% 0-154 0.4% 62% False False 1,150,302
40 132-225 129-040 3-185 2.7% 0-158 0.4% 62% False False 622,133
60 132-225 128-285 3-260 2.9% 0-135 0.3% 64% False False 415,208
80 132-225 127-310 4-235 3.6% 0-111 0.3% 71% False False 311,416
100 132-225 127-310 4-235 3.6% 0-089 0.2% 71% False False 249,132
120 132-225 124-210 8-015 6.1% 0-074 0.2% 83% False False 207,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 132-176
2.618 132-038
1.618 131-273
1.000 131-220
0.618 131-188
HIGH 131-135
0.618 131-103
0.500 131-092
0.382 131-082
LOW 131-050
0.618 130-317
1.000 130-285
1.618 130-232
2.618 130-147
4.250 130-009
Fisher Pivots for day following 22-Jun-2016
Pivot 1 day 3 day
R1 131-104 131-120
PP 131-098 131-117
S1 131-092 131-113

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

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