ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-May-2016
Day Change Summary
Previous Current
13-May-2016 16-May-2016 Change Change % Previous Week
Open 130-190 131-010 0-140 0.3% 130-170
High 130-315 131-035 0-040 0.1% 131-030
Low 130-175 130-155 -0-020 0.0% 130-140
Close 130-310 130-165 -0-145 -0.3% 130-310
Range 0-140 0-200 0-060 42.9% 0-210
ATR 0-165 0-167 0-003 1.5% 0-000
Volume 1,278,254 906,695 -371,559 -29.1% 5,440,973
Daily Pivots for day following 16-May-2016
Classic Woodie Camarilla DeMark
R4 132-185 132-055 130-275
R3 131-305 131-175 130-220
R2 131-105 131-105 130-202
R1 130-295 130-295 130-183 130-260
PP 130-225 130-225 130-225 130-208
S1 130-095 130-095 130-147 130-060
S2 130-025 130-025 130-128
S3 129-145 129-215 130-110
S4 128-265 129-015 130-055
Weekly Pivots for week ending 13-May-2016
Classic Woodie Camarilla DeMark
R4 132-257 132-173 131-106
R3 132-047 131-283 131-048
R2 131-157 131-157 131-028
R1 131-073 131-073 131-009 131-115
PP 130-267 130-267 130-267 130-288
S1 130-183 130-183 130-291 130-225
S2 130-057 130-057 130-272
S3 129-167 129-293 130-252
S4 128-277 129-083 130-194
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-035 130-155 0-200 0.5% 0-142 0.3% 5% True True 1,094,509
10 131-065 129-205 1-180 1.2% 0-168 0.4% 56% False False 1,149,584
20 131-065 129-020 2-045 1.6% 0-168 0.4% 68% False False 1,161,297
40 131-095 128-205 2-210 2.0% 0-166 0.4% 71% False False 1,045,975
60 131-140 128-015 3-125 2.6% 0-177 0.4% 73% False False 1,095,005
80 132-205 127-230 4-295 3.8% 0-188 0.4% 57% False False 829,796
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-036
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 133-245
2.618 132-239
1.618 132-039
1.000 131-235
0.618 131-159
HIGH 131-035
0.618 130-279
0.500 130-255
0.382 130-231
LOW 130-155
0.618 130-031
1.000 129-275
1.618 129-151
2.618 128-271
4.250 127-265
Fisher Pivots for day following 16-May-2016
Pivot 1 day 3 day
R1 130-255 130-255
PP 130-225 130-225
S1 130-195 130-195

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

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