ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 128-015 128-050 0-035 0.1% 126-280
High 128-215 128-210 -0-005 0.0% 128-095
Low 128-015 128-010 -0-005 0.0% 126-135
Close 128-110 128-050 -0-060 -0.1% 127-285
Range 0-200 0-200 0-000 0.0% 1-280
ATR
Volume 9,528 994 -8,534 -89.6% 8,666
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-050 129-250 128-160
R3 129-170 129-050 128-105
R2 128-290 128-290 128-087
R1 128-170 128-170 128-068 128-150
PP 128-090 128-090 128-090 128-080
S1 127-290 127-290 128-032 127-270
S2 127-210 127-210 128-013
S3 127-010 127-090 127-315
S4 126-130 126-210 127-260
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 133-052 132-128 128-295
R3 131-092 130-168 128-130
R2 129-132 129-132 128-075
R1 128-208 128-208 128-020 129-010
PP 127-172 127-172 127-172 127-233
S1 126-248 126-248 127-230 127-050
S2 125-212 125-212 127-175
S3 123-252 124-288 127-120
S4 121-292 123-008 126-275
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-215 127-085 1-130 1.1% 0-152 0.4% 63% False False 4,953
10 128-215 126-040 2-175 2.0% 0-155 0.4% 80% False False 2,922
Crabel Price Patterns
NR False
NR4 False
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 0-022
Fibonacci Retracements and Extensions
4.250 131-100
2.618 130-094
1.618 129-214
1.000 129-090
0.618 129-014
HIGH 128-210
0.618 128-134
0.500 128-110
0.382 128-086
LOW 128-010
0.618 127-206
1.000 127-130
1.618 127-006
2.618 126-126
4.250 125-120
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 128-110 128-043
PP 128-090 128-037
S1 128-070 128-030

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

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