ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 130-225 132-240 2-015 1.6% 131-150
High 134-070 133-150 -0-240 -0.6% 134-070
Low 130-215 132-225 2-010 1.6% 130-215
Close 132-120 133-090 0-290 0.7% 132-120
Range 3-175 0-245 -2-250 -78.4% 3-175
ATR 0-229 0-238 0-009 3.8% 0-000
Volume 3,126,839 1,316,532 -1,810,307 -57.9% 7,126,501
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-143 135-042 133-225
R3 134-218 134-117 133-157
R2 133-293 133-293 133-135
R1 133-192 133-192 133-112 133-242
PP 133-048 133-048 133-048 133-074
S1 132-267 132-267 133-068 132-318
S2 132-123 132-123 133-045
S3 131-198 132-022 133-023
S4 130-273 131-097 132-275
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% 1-036 0.8% 74% False False 1,487,671
10 134-070 130-215 3-175 2.7% 0-262 0.6% 74% False False 1,385,214
20 134-070 129-055 5-015 3.8% 0-210 0.5% 81% False False 1,255,590
40 134-070 129-055 5-015 3.8% 0-184 0.4% 81% False False 760,263
60 134-070 128-285 5-105 4.0% 0-158 0.4% 82% False False 507,533
80 134-070 127-310 6-080 4.7% 0-129 0.3% 85% False False 380,660
100 134-070 127-310 6-080 4.7% 0-104 0.2% 85% False False 304,528
120 134-070 125-170 8-220 6.5% 0-087 0.2% 89% False False 253,773
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-231
2.618 135-151
1.618 134-226
1.000 134-075
0.618 133-301
HIGH 133-150
0.618 133-056
0.500 133-028
0.382 132-319
LOW 132-225
0.618 132-074
1.000 131-300
1.618 131-149
2.618 130-224
4.250 129-144
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 133-069 133-001
PP 133-048 132-232
S1 133-028 132-142

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

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