ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-May-2016
Day Change Summary
Previous Current
09-May-2016 10-May-2016 Change Change % Previous Week
Open 130-170 130-280 0-110 0.3% 129-295
High 130-285 130-290 0-005 0.0% 131-065
Low 130-140 130-200 0-060 0.1% 129-200
Close 130-255 130-250 -0-005 0.0% 130-170
Range 0-145 0-090 -0-055 -37.9% 1-185
ATR 0-177 0-171 -0-006 -3.5% 0-000
Volume 875,121 992,388 117,267 13.4% 6,038,415
Daily Pivots for day following 10-May-2016
Classic Woodie Camarilla DeMark
R4 131-197 131-153 130-300
R3 131-107 131-063 130-275
R2 131-017 131-017 130-266
R1 130-293 130-293 130-258 130-270
PP 130-247 130-247 130-247 130-235
S1 130-203 130-203 130-242 130-180
S2 130-157 130-157 130-234
S3 130-067 130-113 130-225
S4 129-297 130-023 130-200
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
5 131-065 130-050 1-015 0.8% 0-160 0.4% 60% False False 1,138,760
10 131-065 129-050 2-015 1.6% 0-180 0.4% 79% False False 1,202,386
20 131-065 129-020 2-045 1.6% 0-167 0.4% 80% False False 1,130,702
40 131-095 128-015 3-080 2.5% 0-170 0.4% 84% False False 1,045,498
60 131-140 128-015 3-125 2.6% 0-182 0.4% 81% False False 1,026,630
80 132-205 127-165 5-040 3.9% 0-189 0.5% 64% False False 774,077
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-046
Narrowest range in 51 trading days
Fibonacci Retracements and Extensions
4.250 132-032
2.618 131-206
1.618 131-116
1.000 131-060
0.618 131-026
HIGH 130-290
0.618 130-256
0.500 130-245
0.382 130-234
LOW 130-200
0.618 130-144
1.000 130-110
1.618 130-054
2.618 129-284
4.250 129-138
Fisher Pivots for day following 10-May-2016
Pivot 1 day 3 day
R1 130-248 130-262
PP 130-247 130-258
S1 130-245 130-254

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

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