ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 130-095 130-275 0-180 0.4% 131-025
High 130-235 130-285 0-050 0.1% 131-070
Low 130-065 130-120 0-055 0.1% 130-065
Close 130-205 130-160 -0-045 -0.1% 130-205
Range 0-170 0-165 -0-005 -2.9% 1-005
ATR 0-174 0-174 -0-001 -0.4% 0-000
Volume 819,010 899,723 80,713 9.9% 4,752,259
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-043 131-267 130-251
R3 131-198 131-102 130-205
R2 131-033 131-033 130-190
R1 130-257 130-257 130-175 130-222
PP 130-188 130-188 130-188 130-171
S1 130-092 130-092 130-145 130-058
S2 130-023 130-023 130-130
S3 129-178 129-247 130-115
S4 129-013 129-082 130-069
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-235 133-065 131-064
R3 132-230 132-060 130-294
R2 131-225 131-225 130-265
R1 131-055 131-055 130-235 130-298
PP 130-220 130-220 130-220 130-181
S1 130-050 130-050 130-175 129-292
S2 129-215 129-215 130-145
S3 128-210 129-045 130-116
S4 127-205 128-040 130-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-010 130-065 0-265 0.6% 0-156 0.4% 36% False False 969,164
10 131-095 130-065 1-030 0.8% 0-154 0.4% 27% False False 939,321
20 131-095 128-205 2-210 2.0% 0-165 0.4% 70% False False 930,652
40 131-140 128-015 3-125 2.6% 0-181 0.4% 72% False False 1,061,859
60 132-205 127-230 4-295 3.8% 0-194 0.5% 57% False False 719,296
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook True
Stretch 0-025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-026
2.618 132-077
1.618 131-232
1.000 131-130
0.618 131-067
HIGH 130-285
0.618 130-222
0.500 130-202
0.382 130-183
LOW 130-120
0.618 130-018
1.000 129-275
1.618 129-173
2.618 129-008
4.250 128-059
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 130-202 130-175
PP 130-188 130-170
S1 130-174 130-165

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

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