ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 23-Jun-2016
Day Change Summary
Previous Current
22-Jun-2016 23-Jun-2016 Change Change % Previous Week
Open 130-210 130-235 0-025 0.1% 131-015
High 130-210 130-235 0-025 0.1% 131-265
Low 130-210 130-015 -0-195 -0.5% 131-015
Close 130-210 130-020 -0-190 -0.5% 131-045
Range 0-000 0-220 0-220 0-250
ATR 0-101 0-109 0-009 8.5% 0-000
Volume 0 3 3 5
Daily Pivots for day following 23-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-110 131-285 130-141
R3 131-210 131-065 130-080
R2 130-310 130-310 130-060
R1 130-165 130-165 130-040 130-128
PP 130-090 130-090 130-090 130-071
S1 129-265 129-265 130-000 129-228
S2 129-190 129-190 129-300
S3 128-290 129-045 129-280
S4 128-070 128-145 129-219
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-218 133-062 131-182
R3 132-288 132-132 131-114
R2 132-038 132-038 131-091
R1 131-202 131-202 131-068 131-280
PP 131-108 131-108 131-108 131-147
S1 130-272 130-272 131-022 131-030
S2 130-178 130-178 130-319
S3 129-248 130-022 130-296
S4 128-318 129-092 130-228
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-265 130-015 1-250 1.4% 0-088 0.2% 1% False True
10 131-265 130-015 1-250 1.4% 0-078 0.2% 1% False True
20 131-265 128-295 2-290 2.2% 0-046 0.1% 39% False False 1
40 131-265 128-195 3-070 2.5% 0-023 0.1% 45% False False
60 131-265 128-045 3-220 2.8% 0-015 0.0% 52% False False
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
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
4.250 133-210
2.618 132-171
1.618 131-271
1.000 131-135
0.618 131-051
HIGH 130-235
0.618 130-151
0.500 130-125
0.382 130-099
LOW 130-015
0.618 129-199
1.000 129-115
1.618 128-299
2.618 128-079
4.250 127-040
Fisher Pivots for day following 23-Jun-2016
Pivot 1 day 3 day
R1 130-125 130-125
PP 130-090 130-090
S1 130-055 130-055

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

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