ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 133-060 132-225 -0-155 -0.4% 131-150
High 133-100 133-075 -0-025 -0.1% 134-070
Low 132-220 132-140 -0-080 -0.2% 130-215
Close 133-020 132-315 -0-025 -0.1% 132-120
Range 0-200 0-255 0-055 27.5% 3-175
ATR 0-231 0-232 0-002 0.8% 0-000
Volume 1,098,012 1,943,875 845,863 77.0% 7,126,501
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-088 134-297 133-135
R3 134-153 134-042 133-065
R2 133-218 133-218 133-042
R1 133-107 133-107 133-018 133-162
PP 132-283 132-283 132-283 132-311
S1 132-172 132-172 132-292 132-228
S2 132-028 132-028 132-268
S3 131-093 131-237 132-245
S4 130-158 130-302 132-175
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% 1-081 0.9% 65% False False 1,724,360
10 134-070 130-215 3-175 2.7% 0-264 0.6% 65% False False 1,379,162
20 134-070 129-270 4-120 3.3% 0-219 0.5% 72% False False 1,271,670
40 134-070 129-055 5-015 3.8% 0-187 0.4% 76% False False 864,084
60 134-070 128-285 5-105 4.0% 0-166 0.4% 77% False False 577,124
80 134-070 127-310 6-080 4.7% 0-137 0.3% 80% False False 432,890
100 134-070 127-310 6-080 4.7% 0-110 0.3% 80% False False 346,312
120 134-070 126-020 8-050 6.1% 0-092 0.2% 85% False False 288,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 136-199
2.618 135-103
1.618 134-168
1.000 134-010
0.618 133-233
HIGH 133-075
0.618 132-298
0.500 132-268
0.382 132-237
LOW 132-140
0.618 131-302
1.000 131-205
1.618 131-047
2.618 130-112
4.250 129-016
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 132-299 133-000
PP 132-283 132-318
S1 132-268 132-317

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

View Archives - Comment on this page... - Back to Index of Symbols