ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 131-065 131-090 0-025 0.1% 131-200
High 131-135 131-090 -0-045 -0.1% 132-225
Low 131-050 130-235 -0-135 -0.3% 131-180
Close 131-110 130-260 -0-170 -0.4% 131-275
Range 0-085 0-175 0-090 105.9% 1-045
ATR 0-157 0-160 0-003 1.7% 0-000
Volume 916,892 1,096,165 179,273 19.6% 6,511,651
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-187 132-078 131-036
R3 132-012 131-223 130-308
R2 131-157 131-157 130-292
R1 131-048 131-048 130-276 131-015
PP 130-302 130-302 130-302 130-285
S1 130-193 130-193 130-244 130-160
S2 130-127 130-127 130-228
S3 129-272 130-018 130-212
S4 129-097 129-163 130-164
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
5 132-065 130-235 1-150 1.1% 0-128 0.3% 5% False True 1,033,965
10 132-225 130-235 1-310 1.5% 0-154 0.4% 4% False True 1,160,854
20 132-225 129-055 3-170 2.7% 0-157 0.4% 46% False False 1,137,060
40 132-225 129-055 3-170 2.7% 0-157 0.4% 46% False False 649,344
60 132-225 128-285 3-260 2.9% 0-138 0.3% 50% False False 433,477
80 132-225 127-310 4-235 3.6% 0-113 0.3% 60% False False 325,118
100 132-225 127-310 4-235 3.6% 0-090 0.2% 60% False False 260,094
120 132-225 124-260 7-285 6.0% 0-075 0.2% 76% False False 216,745
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-194
2.618 132-228
1.618 132-053
1.000 131-265
0.618 131-198
HIGH 131-090
0.618 131-023
0.500 131-002
0.382 130-302
LOW 130-235
0.618 130-127
1.000 130-060
1.618 129-272
2.618 129-097
4.250 128-131
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 131-002 131-048
PP 130-302 131-012
S1 130-281 130-296

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

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