ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 06-May-2016
Day Change Summary
Previous Current
05-May-2016 06-May-2016 Change Change % Previous Week
Open 130-160 130-240 0-080 0.2% 129-295
High 130-280 131-065 0-105 0.3% 131-065
Low 130-080 130-145 0-065 0.2% 129-200
Close 130-235 130-170 -0-065 -0.2% 130-170
Range 0-200 0-240 0-040 20.0% 1-185
ATR 0-175 0-180 0-005 2.6% 0-000
Volume 1,192,171 1,515,455 323,284 27.1% 6,038,415
Daily Pivots for day following 06-May-2016
Classic Woodie Camarilla DeMark
R4 132-313 132-162 130-302
R3 132-073 131-242 130-236
R2 131-153 131-153 130-214
R1 131-002 131-002 130-192 130-278
PP 130-233 130-233 130-233 130-211
S1 130-082 130-082 130-148 130-038
S2 129-313 129-313 130-126
S3 129-073 129-162 130-104
S4 128-153 128-242 130-038
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 135-060 134-140 131-128
R3 133-195 132-275 130-309
R2 132-010 132-010 130-263
R1 131-090 131-090 130-216 131-210
PP 130-145 130-145 130-145 130-205
S1 129-225 129-225 130-124 130-025
S2 128-280 128-280 130-077
S3 127-095 128-040 130-031
S4 125-230 126-175 129-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-065 129-200 1-185 1.2% 0-200 0.5% 57% True False 1,207,683
10 131-065 129-020 2-045 1.6% 0-184 0.4% 69% True False 1,215,852
20 131-070 129-020 2-050 1.7% 0-171 0.4% 68% False False 1,126,513
40 131-095 128-015 3-080 2.5% 0-172 0.4% 76% False False 1,044,548
60 132-205 128-015 4-190 3.5% 0-190 0.5% 54% False False 996,953
80 132-205 127-000 5-205 4.3% 0-189 0.5% 63% False False 750,786
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 0-054
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-125
2.618 133-053
1.618 132-133
1.000 131-305
0.618 131-213
HIGH 131-065
0.618 130-293
0.500 130-265
0.382 130-237
LOW 130-145
0.618 129-317
1.000 129-225
1.618 129-077
2.618 128-157
4.250 127-085
Fisher Pivots for day following 06-May-2016
Pivot 1 day 3 day
R1 130-265 130-218
PP 130-233 130-202
S1 130-202 130-186

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

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