ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 130-290 131-015 0-045 0.1% 130-185
High 130-290 131-015 0-045 0.1% 130-290
Low 130-105 131-015 0-230 0.6% 130-100
Close 130-290 131-015 0-045 0.1% 130-290
Range 0-185 0-000 -0-185 -100.0% 0-190
ATR 0-102 0-098 -0-004 -4.0% 0-000
Volume
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-015 131-015 131-015
R3 131-015 131-015 131-015
R2 131-015 131-015 131-015
R1 131-015 131-015 131-015 131-015
PP 131-015 131-015 131-015 131-015
S1 131-015 131-015 131-015 131-015
S2 131-015 131-015 131-015
S3 131-015 131-015 131-015
S4 131-015 131-015 131-015
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-157 132-093 131-075
R3 131-287 131-223 131-022
R2 131-097 131-097 131-005
R1 131-033 131-033 130-307 131-065
PP 130-227 130-227 130-227 130-243
S1 130-163 130-163 130-273 130-195
S2 130-037 130-037 130-255
S3 129-167 129-293 130-238
S4 128-297 129-103 130-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-015 130-100 0-235 0.6% 0-066 0.2% 100% True False 3
10 131-015 128-295 2-040 1.6% 0-033 0.1% 100% True False 1
20 131-015 128-195 2-140 1.9% 0-017 0.0% 100% True False
40 131-015 128-045 2-290 2.2% 0-008 0.0% 100% True False
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 0-001
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 131-015
2.618 131-015
1.618 131-015
1.000 131-015
0.618 131-015
HIGH 131-015
0.618 131-015
0.500 131-015
0.382 131-015
LOW 131-015
0.618 131-015
1.000 131-015
1.618 131-015
2.618 131-015
4.250 131-015
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 131-015 130-297
PP 131-015 130-258
S1 131-015 130-220

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

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