ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 130-150 130-190 0-040 0.1% 129-050
High 130-205 130-310 0-105 0.3% 130-170
Low 130-100 130-180 0-080 0.2% 128-310
Close 130-150 130-265 0-115 0.3% 130-095
Range 0-105 0-130 0-025 23.8% 1-180
ATR 0-191 0-189 -0-002 -1.2% 0-000
Volume 739,937 996,733 256,796 34.7% 5,012,376
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-002 131-263 131-016
R3 131-192 131-133 130-301
R2 131-062 131-062 130-289
R1 131-003 131-003 130-277 131-032
PP 130-252 130-252 130-252 130-266
S1 130-193 130-193 130-253 130-222
S2 130-122 130-122 130-241
S3 129-312 130-063 130-229
S4 129-182 129-253 130-194
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-198 134-007 131-050
R3 133-018 132-147 130-232
R2 131-158 131-158 130-187
R1 130-287 130-287 130-141 131-062
PP 129-298 129-298 129-298 130-026
S1 129-107 129-107 130-049 129-202
S2 128-118 128-118 130-003
S3 126-258 127-247 129-278
S4 125-078 126-067 129-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-310 129-225 1-085 1.0% 0-138 0.3% 89% True False 1,054,814
10 130-310 128-205 2-105 1.8% 0-174 0.4% 94% True False 943,563
20 130-310 128-015 2-295 2.2% 0-185 0.4% 95% True False 1,019,696
40 132-205 128-015 4-190 3.5% 0-208 0.5% 61% False False 866,042
60 132-205 126-135 6-070 4.8% 0-194 0.5% 71% False False 579,832
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 0-040
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-222
2.618 132-010
1.618 131-200
1.000 131-120
0.618 131-070
HIGH 130-310
0.618 130-260
0.500 130-245
0.382 130-230
LOW 130-180
0.618 130-100
1.000 130-050
1.618 129-290
2.618 129-160
4.250 128-268
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 130-258 130-232
PP 130-252 130-198
S1 130-245 130-165

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

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