ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 29-Jun-2016
Day Change Summary
Previous Current
28-Jun-2016 29-Jun-2016 Change Change % Previous Week
Open 133-140 133-060 -0-080 -0.2% 131-150
High 133-180 133-100 -0-080 -0.2% 134-070
Low 133-010 132-220 -0-110 -0.3% 130-215
Close 133-080 133-020 -0-060 -0.1% 132-120
Range 0-170 0-200 0-030 17.6% 3-175
ATR 0-233 0-231 -0-002 -1.0% 0-000
Volume 1,136,545 1,098,012 -38,533 -3.4% 7,126,501
Daily Pivots for day following 29-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-287 134-193 133-130
R3 134-087 133-313 133-075
R2 133-207 133-207 133-057
R1 133-113 133-113 133-038 133-060
PP 133-007 133-007 133-007 132-300
S1 132-233 132-233 133-002 132-180
S2 132-127 132-127 132-303
S3 131-247 132-033 132-285
S4 131-047 131-153 132-230
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% 1-065 0.9% 67% False False 1,554,818
10 134-070 130-215 3-175 2.7% 0-258 0.6% 67% False False 1,334,817
20 134-070 129-180 4-210 3.5% 0-213 0.5% 75% False False 1,229,616
40 134-070 129-055 5-015 3.8% 0-184 0.4% 77% False False 815,646
60 134-070 128-285 5-105 4.0% 0-163 0.4% 78% False False 544,770
80 134-070 127-310 6-080 4.7% 0-134 0.3% 81% False False 408,592
100 134-070 127-310 6-080 4.7% 0-108 0.3% 81% False False 326,873
120 134-070 126-020 8-050 6.1% 0-090 0.2% 86% False False 272,394
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-310
2.618 134-304
1.618 134-104
1.000 133-300
0.618 133-224
HIGH 133-100
0.618 133-024
0.500 133-000
0.382 132-296
LOW 132-220
0.618 132-096
1.000 132-020
1.618 131-216
2.618 131-016
4.250 130-010
Fisher Pivots for day following 29-Jun-2016
Pivot 1 day 3 day
R1 133-013 133-040
PP 133-007 133-033
S1 133-000 133-027

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

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