ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 28-Jun-2016
Day Change Summary
Previous Current
27-Jun-2016 28-Jun-2016 Change Change % Previous Week
Open 132-240 133-140 0-220 0.5% 131-150
High 133-150 133-180 0-030 0.1% 134-070
Low 132-225 133-010 0-105 0.2% 130-215
Close 133-090 133-080 -0-010 0.0% 132-120
Range 0-245 0-170 -0-075 -30.6% 3-175
ATR 0-238 0-233 -0-005 -2.0% 0-000
Volume 1,316,532 1,136,545 -179,987 -13.7% 7,126,501
Daily Pivots for day following 28-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-280 134-190 133-174
R3 134-110 134-020 133-127
R2 133-260 133-260 133-111
R1 133-170 133-170 133-096 133-130
PP 133-090 133-090 133-090 133-070
S1 133-000 133-000 133-064 132-280
S2 132-240 132-240 133-049
S3 132-070 132-150 133-033
S4 131-220 131-300 132-306
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% 1-042 0.8% 73% False False 1,518,594
10 134-070 130-215 3-175 2.7% 0-261 0.6% 73% False False 1,338,919
20 134-070 129-155 4-235 3.6% 0-210 0.5% 80% False False 1,237,062
40 134-070 129-055 5-015 3.8% 0-185 0.4% 81% False False 788,476
60 134-070 128-285 5-105 4.0% 0-160 0.4% 82% False False 526,475
80 134-070 127-310 6-080 4.7% 0-131 0.3% 84% False False 394,867
100 134-070 127-310 6-080 4.7% 0-106 0.2% 84% False False 315,893
120 134-070 125-255 8-135 6.3% 0-088 0.2% 88% False False 263,244
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0-030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 135-262
2.618 134-305
1.618 134-135
1.000 134-030
0.618 133-285
HIGH 133-180
0.618 133-115
0.500 133-095
0.382 133-075
LOW 133-010
0.618 132-225
1.000 132-160
1.618 132-055
2.618 131-205
4.250 130-248
Fisher Pivots for day following 28-Jun-2016
Pivot 1 day 3 day
R1 133-095 132-314
PP 133-090 132-228
S1 133-085 132-142

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

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