ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 06-Jul-2016
Day Change Summary
Previous Current
05-Jul-2016 06-Jul-2016 Change Change % Previous Week
Open 133-095 133-270 0-175 0.4% 132-240
High 133-315 134-075 0-080 0.2% 133-295
Low 133-000 133-185 0-185 0.4% 132-140
Close 133-285 133-215 -0-070 -0.2% 133-025
Range 0-315 0-210 -0-105 -33.3% 1-155
ATR 0-243 0-241 -0-002 -1.0% 0-000
Volume 1,121,073 1,433,749 312,676 27.9% 6,841,190
Daily Pivots for day following 06-Jul-2016
Classic Woodie Camarilla DeMark
R4 135-255 135-125 134-010
R3 135-045 134-235 133-273
R2 134-155 134-155 133-254
R1 134-025 134-025 133-234 133-305
PP 133-265 133-265 133-265 133-245
S1 133-135 133-135 133-196 133-095
S2 133-055 133-055 133-176
S3 132-165 132-245 133-157
S4 131-275 132-035 133-100
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
5 134-075 132-140 1-255 1.3% 0-256 0.6% 69% True False 1,388,587
10 134-075 130-215 3-180 2.7% 0-309 0.7% 84% True False 1,453,590
20 134-075 130-215 3-180 2.7% 0-228 0.5% 84% True False 1,297,471
40 134-075 129-055 5-020 3.8% 0-193 0.5% 89% True False 960,853
60 134-075 128-285 5-110 4.0% 0-174 0.4% 89% True False 642,064
80 134-075 128-010 6-065 4.6% 0-147 0.3% 91% True False 481,653
100 134-075 127-310 6-085 4.7% 0-119 0.3% 91% True False 385,323
120 134-075 126-175 7-220 5.8% 0-099 0.2% 93% True False 321,102
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 0-040
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 137-008
2.618 135-305
1.618 135-095
1.000 134-285
0.618 134-205
HIGH 134-075
0.618 133-315
0.500 133-290
0.382 133-265
LOW 133-185
0.618 133-055
1.000 132-295
1.618 132-165
2.618 131-275
4.250 130-252
Fisher Pivots for day following 06-Jul-2016
Pivot 1 day 3 day
R1 133-290 133-208
PP 133-265 133-202
S1 133-240 133-195

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

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