ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 131-050 131-155 0-105 0.3% 130-185
High 131-050 131-155 0-105 0.3% 130-290
Low 131-020 131-115 0-095 0.2% 130-100
Close 131-020 131-115 0-095 0.2% 130-290
Range 0-030 0-040 0-010 33.3% 0-190
ATR 0-093 0-096 0-003 3.2% 0-000
Volume 1 1 0 0.0% 16
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-248 131-222 131-137
R3 131-208 131-182 131-126
R2 131-168 131-168 131-122
R1 131-142 131-142 131-119 131-135
PP 131-128 131-128 131-128 131-125
S1 131-102 131-102 131-111 131-095
S2 131-088 131-088 131-108
S3 131-048 131-062 131-104
S4 131-008 131-022 131-093
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
5 131-155 130-105 1-050 0.9% 0-061 0.1% 89% True False 1
10 131-155 129-080 2-075 1.7% 0-040 0.1% 94% True False 1
20 131-155 128-195 2-280 2.2% 0-020 0.0% 96% True False
40 131-155 128-045 3-110 2.5% 0-010 0.0% 96% True False
60 131-155 128-045 3-110 2.5% 0-007 0.0% 96% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-005
2.618 131-260
1.618 131-220
1.000 131-195
0.618 131-180
HIGH 131-155
0.618 131-140
0.500 131-135
0.382 131-130
LOW 131-115
0.618 131-090
1.000 131-075
1.618 131-050
2.618 131-010
4.250 130-265
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 131-135 131-105
PP 131-128 131-095
S1 131-122 131-085

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

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