ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 131-155 131-195 0-040 0.1% 130-185
High 131-155 131-265 0-110 0.3% 130-290
Low 131-115 131-180 0-065 0.2% 130-100
Close 131-115 131-180 0-065 0.2% 130-290
Range 0-040 0-085 0-045 112.5% 0-190
ATR 0-096 0-100 0-004 4.0% 0-000
Volume 1 3 2 200.0% 16
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-143 132-087 131-227
R3 132-058 132-002 131-203
R2 131-293 131-293 131-196
R1 131-237 131-237 131-188 131-222
PP 131-208 131-208 131-208 131-201
S1 131-152 131-152 131-172 131-138
S2 131-123 131-123 131-164
S3 131-038 131-067 131-157
S4 130-273 130-302 131-133
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
5 131-265 130-105 1-160 1.1% 0-068 0.2% 82% True False 1
10 131-265 130-100 1-165 1.2% 0-049 0.1% 82% True False 2
20 131-265 128-240 3-025 2.3% 0-024 0.1% 91% True False 1
40 131-265 128-045 3-220 2.8% 0-012 0.0% 93% True False
60 131-265 128-045 3-220 2.8% 0-008 0.0% 93% True False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0-002
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 132-306
2.618 132-168
1.618 132-083
1.000 132-030
0.618 131-318
HIGH 131-265
0.618 131-233
0.500 131-222
0.382 131-212
LOW 131-180
0.618 131-127
1.000 131-095
1.618 131-042
2.618 130-277
4.250 130-139
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 131-222 131-167
PP 131-208 131-155
S1 131-194 131-142

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

View Archives - Comment on this page... - Back to Index of Symbols