ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 03-Jun-2016
Day Change Summary
Previous Current
02-Jun-2016 03-Jun-2016 Change Change % Previous Week
Open 129-215 129-300 0-085 0.2% 129-160
High 130-010 131-005 0-315 0.8% 131-005
Low 129-205 129-280 0-075 0.2% 129-095
Close 129-295 130-305 1-010 0.8% 130-305
Range 0-125 1-045 0-240 192.0% 1-230
ATR 0-153 0-168 0-015 9.9% 0-000
Volume 122,717 70,085 -52,632 -42.9% 709,779
Daily Pivots for day following 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 134-012 133-203 131-186
R3 132-287 132-158 131-085
R2 131-242 131-242 131-052
R1 131-113 131-113 131-018 131-178
PP 130-197 130-197 130-197 130-229
S1 130-068 130-068 130-272 130-132
S2 129-152 129-152 130-238
S3 128-107 129-023 130-205
S4 127-062 127-298 130-104
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-185 134-315 131-288
R3 133-275 133-085 131-136
R2 132-045 132-045 131-086
R1 131-175 131-175 131-035 131-270
PP 130-135 130-135 130-135 130-182
S1 129-265 129-265 130-255 130-040
S2 128-225 128-225 130-204
S3 126-315 128-035 130-154
S4 125-085 126-125 130-002
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-005 129-095 1-230 1.3% 0-185 0.4% 96% True False 329,877
10 131-005 129-095 1-230 1.3% 0-152 0.4% 96% True False 901,051
20 131-065 129-095 1-290 1.5% 0-161 0.4% 87% False False 1,078,749
40 131-085 129-020 2-065 1.7% 0-163 0.4% 86% False False 1,084,339
60 131-095 128-015 3-080 2.5% 0-169 0.4% 89% False False 1,058,746
80 132-205 128-015 4-190 3.5% 0-183 0.4% 63% False False 998,982
100 132-205 126-135 6-070 4.7% 0-183 0.4% 73% False False 801,230
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 0-029
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 135-276
2.618 134-001
1.618 132-276
1.000 132-050
0.618 131-231
HIGH 131-005
0.618 130-186
0.500 130-142
0.382 130-099
LOW 129-280
0.618 129-054
1.000 128-235
1.618 128-009
2.618 126-284
4.250 125-009
Fisher Pivots for day following 03-Jun-2016
Pivot 1 day 3 day
R1 130-251 130-236
PP 130-197 130-167
S1 130-142 130-098

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

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