ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 131-075 131-025 -0-050 -0.1% 130-150
High 131-085 131-070 -0-015 0.0% 131-095
Low 130-270 130-245 -0-025 -0.1% 130-100
Close 131-010 131-010 0-000 0.0% 131-010
Range 0-135 0-145 0-010 7.4% 0-315
ATR 0-184 0-181 -0-003 -1.5% 0-000
Volume 783,757 806,162 22,405 2.9% 4,481,171
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-117 132-048 131-090
R3 131-292 131-223 131-050
R2 131-147 131-147 131-037
R1 131-078 131-078 131-023 131-040
PP 131-002 131-002 131-002 130-302
S1 130-253 130-253 130-317 130-215
S2 130-177 130-177 130-303
S3 130-032 130-108 130-290
S4 129-207 129-283 130-250
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-267 133-133 131-183
R3 132-272 132-138 131-097
R2 131-277 131-277 131-068
R1 131-143 131-143 131-039 131-210
PP 130-282 130-282 130-282 130-315
S1 130-148 130-148 130-301 130-215
S2 129-287 129-287 130-272
S3 128-292 129-153 130-243
S4 127-297 128-158 130-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-095 130-165 0-250 0.6% 0-153 0.4% 66% False False 909,479
10 131-095 129-065 2-030 1.6% 0-161 0.4% 87% False False 987,238
20 131-095 128-015 3-080 2.5% 0-172 0.4% 92% False False 947,770
40 131-190 128-015 3-175 2.7% 0-193 0.5% 84% False False 951,117
60 132-205 127-085 5-120 4.1% 0-194 0.5% 70% False False 638,945
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-046
2.618 132-130
1.618 131-305
1.000 131-215
0.618 131-160
HIGH 131-070
0.618 131-015
0.500 130-318
0.382 130-300
LOW 130-245
0.618 130-155
1.000 130-100
1.618 130-010
2.618 129-185
4.250 128-269
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 131-006 131-000
PP 131-002 130-310
S1 130-318 130-300

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

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