ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 06-Apr-2016
Day Change Summary
Previous Current
05-Apr-2016 06-Apr-2016 Change Change % Previous Week
Open 130-190 130-275 0-085 0.2% 129-050
High 130-310 130-290 -0-020 0.0% 130-170
Low 130-180 130-165 -0-015 0.0% 128-310
Close 130-265 130-220 -0-045 -0.1% 130-095
Range 0-130 0-125 -0-005 -3.8% 1-180
ATR 0-189 0-184 -0-005 -2.4% 0-000
Volume 996,733 944,334 -52,399 -5.3% 5,012,376
Daily Pivots for day following 06-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-280 131-215 130-289
R3 131-155 131-090 130-254
R2 131-030 131-030 130-243
R1 130-285 130-285 130-231 130-255
PP 130-225 130-225 130-225 130-210
S1 130-160 130-160 130-209 130-130
S2 130-100 130-100 130-197
S3 129-295 130-035 130-186
S4 129-170 129-230 130-151
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
5 130-310 129-305 1-005 0.8% 0-137 0.3% 72% False False 1,018,942
10 130-310 128-205 2-105 1.8% 0-165 0.4% 88% False False 932,911
20 130-310 128-015 2-295 2.2% 0-178 0.4% 90% False False 1,009,962
40 132-205 128-015 4-190 3.5% 0-202 0.5% 57% False False 889,301
60 132-205 126-135 6-070 4.8% 0-195 0.5% 69% False False 595,566
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-181
2.618 131-297
1.618 131-172
1.000 131-095
0.618 131-047
HIGH 130-290
0.618 130-242
0.500 130-228
0.382 130-213
LOW 130-165
0.618 130-088
1.000 130-040
1.618 129-283
2.618 129-158
4.250 128-274
Fisher Pivots for day following 06-Apr-2016
Pivot 1 day 3 day
R1 130-228 130-215
PP 130-225 130-210
S1 130-222 130-205

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

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