ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 24-Jun-2016
Day Change Summary
Previous Current
23-Jun-2016 24-Jun-2016 Change Change % Previous Week
Open 131-090 130-225 -0-185 -0.4% 131-150
High 131-090 134-070 2-300 2.2% 134-070
Low 130-235 130-215 -0-020 0.0% 130-215
Close 130-260 132-120 1-180 1.2% 132-120
Range 0-175 3-175 3-000 548.6% 3-175
ATR 0-160 0-229 0-070 43.6% 0-000
Volume 1,096,165 3,126,839 2,030,674 185.3% 7,126,501
Daily Pivots for day following 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 143-020 141-085 134-104
R3 139-165 137-230 133-112
R2 135-310 135-310 133-008
R1 134-055 134-055 132-224 135-022
PP 132-135 132-135 132-135 132-279
S1 130-200 130-200 132-016 131-168
S2 128-280 128-280 131-232
S3 125-105 127-025 131-128
S4 121-250 123-170 130-136
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 143-020 141-085 134-104
R3 139-165 137-230 133-112
R2 135-310 135-310 133-008
R1 134-055 134-055 132-224 135-022
PP 132-135 132-135 132-135 132-279
S1 130-200 130-200 132-016 131-168
S2 128-280 128-280 131-232
S3 125-105 127-025 131-128
S4 121-250 123-170 130-136
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 134-070 130-215 3-175 2.7% 1-010 0.8% 48% True True 1,425,300
10 134-070 130-215 3-175 2.7% 0-248 0.6% 48% True True 1,363,815
20 134-070 129-055 5-015 3.8% 0-206 0.5% 63% True False 1,231,826
40 134-070 129-055 5-015 3.8% 0-182 0.4% 63% True False 727,426
60 134-070 128-285 5-105 4.0% 0-156 0.4% 65% True False 485,591
80 134-070 127-310 6-080 4.7% 0-126 0.3% 70% True False 364,203
100 134-070 127-310 6-080 4.7% 0-102 0.2% 70% True False 291,362
120 134-070 124-285 9-105 7.0% 0-085 0.2% 80% True False 242,802
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 144 trading days
Fibonacci Retracements and Extensions
4.250 149-094
2.618 143-161
1.618 139-306
1.000 137-245
0.618 136-131
HIGH 134-070
0.618 132-276
0.500 132-142
0.382 132-009
LOW 130-215
0.618 128-154
1.000 127-040
1.618 124-299
2.618 121-124
4.250 115-191
Fisher Pivots for day following 24-Jun-2016
Pivot 1 day 3 day
R1 132-142 132-142
PP 132-135 132-135
S1 132-128 132-128

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

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