ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 11-May-2016
Day Change Summary
Previous Current
10-May-2016 11-May-2016 Change Change % Previous Week
Open 130-280 130-240 -0-040 -0.1% 129-295
High 130-290 131-030 0-060 0.1% 131-065
Low 130-200 130-210 0-010 0.0% 129-200
Close 130-250 130-290 0-040 0.1% 130-170
Range 0-090 0-140 0-050 55.6% 1-185
ATR 0-171 0-169 -0-002 -1.3% 0-000
Volume 992,388 1,105,210 112,822 11.4% 6,038,415
Daily Pivots for day following 11-May-2016
Classic Woodie Camarilla DeMark
R4 132-063 131-317 131-047
R3 131-243 131-177 131-008
R2 131-103 131-103 130-316
R1 131-037 131-037 130-303 131-070
PP 130-283 130-283 130-283 130-300
S1 130-217 130-217 130-277 130-250
S2 130-143 130-143 130-264
S3 130-003 130-077 130-252
S4 129-183 129-257 130-213
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
5 131-065 130-080 0-305 0.7% 0-163 0.4% 69% False False 1,136,069
10 131-065 129-200 1-185 1.2% 0-171 0.4% 81% False False 1,198,560
20 131-065 129-020 2-045 1.6% 0-168 0.4% 86% False False 1,132,290
40 131-095 128-015 3-080 2.5% 0-170 0.4% 88% False False 1,050,133
60 131-140 128-015 3-125 2.6% 0-182 0.4% 84% False False 1,044,158
80 132-205 127-165 5-040 3.9% 0-188 0.4% 66% False False 787,856
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-305
2.618 132-077
1.618 131-257
1.000 131-170
0.618 131-117
HIGH 131-030
0.618 130-297
0.500 130-280
0.382 130-263
LOW 130-210
0.618 130-123
1.000 130-070
1.618 129-303
2.618 129-163
4.250 128-255
Fisher Pivots for day following 11-May-2016
Pivot 1 day 3 day
R1 130-287 130-275
PP 130-283 130-260
S1 130-280 130-245

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

View Archives - Comment on this page... - Back to Index of Symbols