ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Jul-2016
Day Change Summary
Previous Current
01-Jul-2016 05-Jul-2016 Change Change % Previous Week
Open 133-010 133-095 0-085 0.2% 132-240
High 133-295 133-315 0-020 0.0% 133-295
Low 132-315 133-000 0-005 0.0% 132-140
Close 133-025 133-285 0-260 0.6% 133-025
Range 0-300 0-315 0-015 5.0% 1-155
ATR 0-237 0-243 0-006 2.3% 0-000
Volume 1,346,226 1,121,073 -225,153 -16.7% 6,841,190
Daily Pivots for day following 05-Jul-2016
Classic Woodie Camarilla DeMark
R4 136-185 136-070 134-138
R3 135-190 135-075 134-052
R2 134-195 134-195 134-023
R1 134-080 134-080 133-314 134-138
PP 133-200 133-200 133-200 133-229
S1 133-085 133-085 133-256 133-142
S2 132-205 132-205 133-227
S3 131-210 132-090 133-198
S4 130-215 131-095 133-112
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
5 133-315 132-140 1-175 1.2% 0-248 0.6% 94% True False 1,329,146
10 134-070 130-215 3-175 2.6% 0-302 0.7% 91% False False 1,408,408
20 134-070 130-215 3-175 2.6% 0-224 0.5% 91% False False 1,258,930
40 134-070 129-055 5-015 3.8% 0-191 0.4% 93% False False 925,253
60 134-070 128-285 5-105 4.0% 0-172 0.4% 94% False False 618,191
80 134-070 127-310 6-080 4.7% 0-145 0.3% 95% False False 463,731
100 134-070 127-310 6-080 4.7% 0-116 0.3% 95% False False 370,985
120 134-070 126-175 7-215 5.7% 0-097 0.2% 96% False False 309,154
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 0-038
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 138-054
2.618 136-180
1.618 135-185
1.000 134-310
0.618 134-190
HIGH 133-315
0.618 133-195
0.500 133-158
0.382 133-120
LOW 133-000
0.618 132-125
1.000 132-005
1.618 131-130
2.618 130-135
4.250 128-261
Fisher Pivots for day following 05-Jul-2016
Pivot 1 day 3 day
R1 133-242 133-212
PP 133-200 133-140
S1 133-158 133-068

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

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