ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 17-May-2016
Day Change Summary
Previous Current
16-May-2016 17-May-2016 Change Change % Previous Week
Open 131-010 130-165 -0-165 -0.4% 130-170
High 131-035 130-200 -0-155 -0.4% 131-030
Low 130-155 130-090 -0-065 -0.2% 130-140
Close 130-165 130-130 -0-035 -0.1% 130-310
Range 0-200 0-110 -0-090 -45.0% 0-210
ATR 0-167 0-163 -0-004 -2.5% 0-000
Volume 906,695 1,127,611 220,916 24.4% 5,440,973
Daily Pivots for day following 17-May-2016
Classic Woodie Camarilla DeMark
R4 131-150 131-090 130-190
R3 131-040 130-300 130-160
R2 130-250 130-250 130-150
R1 130-190 130-190 130-140 130-165
PP 130-140 130-140 130-140 130-128
S1 130-080 130-080 130-120 130-055
S2 130-030 130-030 130-110
S3 129-240 129-290 130-100
S4 129-130 129-180 130-070
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
5 131-035 130-090 0-265 0.6% 0-146 0.3% 15% False True 1,121,554
10 131-065 130-050 1-015 0.8% 0-153 0.4% 24% False False 1,130,157
20 131-065 129-020 2-045 1.6% 0-168 0.4% 63% False False 1,166,816
40 131-095 128-205 2-210 2.0% 0-165 0.4% 66% False False 1,054,641
60 131-140 128-015 3-125 2.6% 0-177 0.4% 70% False False 1,106,056
80 132-205 127-240 4-285 3.8% 0-188 0.4% 54% False False 843,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-040
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-028
2.618 131-168
1.618 131-058
1.000 130-310
0.618 130-268
HIGH 130-200
0.618 130-158
0.500 130-145
0.382 130-132
LOW 130-090
0.618 130-022
1.000 129-300
1.618 129-232
2.618 129-122
4.250 128-262
Fisher Pivots for day following 17-May-2016
Pivot 1 day 3 day
R1 130-145 130-222
PP 130-140 130-192
S1 130-135 130-161

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

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