ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Jul-2016
Day Change Summary
Previous Current
30-Jun-2016 01-Jul-2016 Change Change % Previous Week
Open 132-225 133-010 0-105 0.2% 132-240
High 133-075 133-295 0-220 0.5% 133-295
Low 132-140 132-315 0-175 0.4% 132-140
Close 132-315 133-025 0-030 0.1% 133-025
Range 0-255 0-300 0-045 17.6% 1-155
ATR 0-232 0-237 0-005 2.1% 0-000
Volume 1,943,875 1,346,226 -597,649 -30.7% 6,841,190
Daily Pivots for day following 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 136-045 135-175 133-190
R3 135-065 134-195 133-108
R2 134-085 134-085 133-080
R1 133-215 133-215 133-052 133-310
PP 133-105 133-105 133-105 133-152
S1 132-235 132-235 132-318 133-010
S2 132-125 132-125 132-290
S3 131-145 131-255 132-262
S4 130-165 130-275 132-180
Weekly Pivots for week ending 01-Jul-2016
Classic Woodie Camarilla DeMark
R4 137-192 136-263 133-286
R3 136-037 135-108 133-156
R2 134-202 134-202 133-112
R1 133-273 133-273 133-069 134-078
PP 133-047 133-047 133-047 133-109
S1 132-118 132-118 132-301 132-242
S2 131-212 131-212 132-258
S3 130-057 130-283 132-214
S4 128-222 129-128 132-084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-295 132-140 1-155 1.1% 0-234 0.5% 43% True False 1,368,238
10 134-070 130-215 3-175 2.7% 0-282 0.7% 68% False False 1,396,769
20 134-070 130-200 3-190 2.7% 0-215 0.5% 68% False False 1,256,864
40 134-070 129-055 5-015 3.8% 0-189 0.4% 77% False False 897,506
60 134-070 128-285 5-105 4.0% 0-168 0.4% 79% False False 599,512
80 134-070 127-310 6-080 4.7% 0-141 0.3% 82% False False 449,718
100 134-070 127-310 6-080 4.7% 0-113 0.3% 82% False False 359,774
120 134-070 126-175 7-215 5.8% 0-094 0.2% 85% False False 299,812
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 137-290
2.618 136-120
1.618 135-140
1.000 134-275
0.618 134-160
HIGH 133-295
0.618 133-180
0.500 133-145
0.382 133-110
LOW 132-315
0.618 132-130
1.000 132-015
1.618 131-150
2.618 130-170
4.250 129-000
Fisher Pivots for day following 01-Jul-2016
Pivot 1 day 3 day
R1 133-145 133-058
PP 133-105 133-047
S1 133-065 133-036

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

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