ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 18-May-2016
Day Change Summary
Previous Current
17-May-2016 18-May-2016 Change Change % Previous Week
Open 130-165 130-095 -0-070 -0.2% 130-170
High 130-200 130-120 -0-080 -0.2% 131-030
Low 130-090 129-105 -0-305 -0.7% 130-140
Close 130-130 129-120 -1-010 -0.8% 130-310
Range 0-110 1-015 0-225 204.5% 0-210
ATR 0-163 0-176 0-013 7.9% 0-000
Volume 1,127,611 1,932,669 805,058 71.4% 5,440,973
Daily Pivots for day following 18-May-2016
Classic Woodie Camarilla DeMark
R4 132-267 132-048 129-304
R3 131-252 131-033 129-212
R2 130-237 130-237 129-181
R1 130-018 130-018 129-151 129-280
PP 129-222 129-222 129-222 129-192
S1 129-003 129-003 129-089 128-265
S2 128-207 128-207 129-059
S3 127-192 127-308 129-028
S4 126-177 126-293 128-256
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
5 131-035 129-105 1-250 1.4% 0-185 0.4% 3% False True 1,287,045
10 131-065 129-105 1-280 1.4% 0-174 0.4% 3% False True 1,211,557
20 131-065 129-020 2-045 1.7% 0-171 0.4% 15% False False 1,198,844
40 131-095 128-205 2-210 2.1% 0-168 0.4% 28% False False 1,076,687
60 131-140 128-015 3-125 2.6% 0-178 0.4% 39% False False 1,118,473
80 132-205 127-280 4-245 3.7% 0-190 0.5% 31% False False 867,986
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-037
Widest range in 55 trading days
Fibonacci Retracements and Extensions
4.250 134-264
2.618 133-037
1.618 132-022
1.000 131-135
0.618 131-007
HIGH 130-120
0.618 129-312
0.500 129-272
0.382 129-233
LOW 129-105
0.618 128-218
1.000 128-090
1.618 127-203
2.618 126-188
4.250 124-281
Fisher Pivots for day following 18-May-2016
Pivot 1 day 3 day
R1 129-272 130-070
PP 129-222 129-300
S1 129-171 129-210

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

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