ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 07-Apr-2016
Day Change Summary
Previous Current
06-Apr-2016 07-Apr-2016 Change Change % Previous Week
Open 130-275 130-215 -0-060 -0.1% 129-050
High 130-290 131-095 0-125 0.3% 130-170
Low 130-165 130-185 0-020 0.0% 128-310
Close 130-220 131-080 0-180 0.4% 130-095
Range 0-125 0-230 0-105 84.0% 1-180
ATR 0-184 0-188 0-003 1.8% 0-000
Volume 944,334 1,016,410 72,076 7.6% 5,012,376
Daily Pivots for day following 07-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-063 132-302 131-206
R3 132-153 132-072 131-143
R2 131-243 131-243 131-122
R1 131-162 131-162 131-101 131-202
PP 131-013 131-013 131-013 131-034
S1 130-252 130-252 131-059 130-292
S2 130-103 130-103 131-038
S3 129-193 130-022 131-017
S4 128-283 129-112 130-274
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
5 131-095 130-020 1-075 0.9% 0-146 0.3% 96% True False 994,616
10 131-095 128-310 2-105 1.8% 0-165 0.4% 98% True False 945,903
20 131-095 128-015 3-080 2.5% 0-181 0.4% 99% True False 1,007,561
40 132-205 128-015 4-190 3.5% 0-203 0.5% 70% False False 913,625
60 132-205 126-135 6-070 4.7% 0-197 0.5% 78% False False 612,490
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-112
2.618 133-057
1.618 132-147
1.000 132-005
0.618 131-237
HIGH 131-095
0.618 131-007
0.500 130-300
0.382 130-273
LOW 130-185
0.618 130-043
1.000 129-275
1.618 129-133
2.618 128-223
4.250 127-168
Fisher Pivots for day following 07-Apr-2016
Pivot 1 day 3 day
R1 131-047 131-043
PP 131-013 131-007
S1 130-300 130-290

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

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