ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 20-May-2016
Day Change Summary
Previous Current
19-May-2016 20-May-2016 Change Change % Previous Week
Open 129-175 129-205 0-030 0.1% 131-010
High 129-250 129-255 0-005 0.0% 131-035
Low 129-100 129-160 0-060 0.1% 129-100
Close 129-215 129-225 0-010 0.0% 129-225
Range 0-150 0-095 -0-055 -36.7% 1-255
ATR 0-174 0-169 -0-006 -3.3% 0-000
Volume 1,641,077 896,676 -744,401 -45.4% 6,504,728
Daily Pivots for day following 20-May-2016
Classic Woodie Camarilla DeMark
R4 130-178 130-137 129-277
R3 130-083 130-042 129-251
R2 129-308 129-308 129-242
R1 129-267 129-267 129-234 129-288
PP 129-213 129-213 129-213 129-224
S1 129-172 129-172 129-216 129-192
S2 129-118 129-118 129-208
S3 129-023 129-077 129-199
S4 128-248 128-302 129-173
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 135-138 134-117 130-221
R3 133-203 132-182 130-063
R2 131-268 131-268 130-010
R1 130-247 130-247 129-278 130-130
PP 130-013 130-013 130-013 129-275
S1 128-312 128-312 129-172 128-195
S2 128-078 128-078 129-120
S3 126-143 127-057 129-067
S4 124-208 125-122 128-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-035 129-100 1-255 1.4% 0-178 0.4% 22% False False 1,300,945
10 131-035 129-100 1-255 1.4% 0-154 0.4% 22% False False 1,194,570
20 131-065 129-020 2-045 1.7% 0-169 0.4% 30% False False 1,205,211
40 131-095 128-310 2-105 1.8% 0-165 0.4% 32% False False 1,099,237
60 131-095 128-015 3-080 2.5% 0-173 0.4% 51% False False 1,111,604
80 132-205 128-010 4-195 3.6% 0-190 0.5% 36% False False 899,571
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 131-019
2.618 130-184
1.618 130-089
1.000 130-030
0.618 129-314
HIGH 129-255
0.618 129-219
0.500 129-208
0.382 129-196
LOW 129-160
0.618 129-101
1.000 129-065
1.618 129-006
2.618 128-231
4.250 128-076
Fisher Pivots for day following 20-May-2016
Pivot 1 day 3 day
R1 129-219 129-270
PP 129-213 129-255
S1 129-208 129-240

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

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