ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 06-Jun-2016
Day Change Summary
Previous Current
03-Jun-2016 06-Jun-2016 Change Change % Previous Week
Open 129-300 131-000 1-020 0.8% 129-160
High 131-005 131-000 -0-005 0.0% 131-005
Low 129-280 130-205 0-245 0.6% 129-095
Close 130-305 130-275 -0-030 -0.1% 130-305
Range 1-045 0-115 -0-250 -68.5% 1-230
ATR 0-168 0-165 -0-004 -2.3% 0-000
Volume 70,085 40,491 -29,594 -42.2% 709,779
Daily Pivots for day following 06-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-292 131-238 131-018
R3 131-177 131-123 130-307
R2 131-062 131-062 130-296
R1 131-008 131-008 130-286 130-298
PP 130-267 130-267 130-267 130-251
S1 130-213 130-213 130-264 130-182
S2 130-152 130-152 130-254
S3 130-037 130-098 130-243
S4 129-242 129-303 130-212
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% 0-180 0.4% 91% False False 150,054
10 131-005 129-095 1-230 1.3% 0-154 0.4% 91% False False 815,433
20 131-035 129-095 1-260 1.4% 0-154 0.4% 86% False False 1,005,001
40 131-070 129-020 2-050 1.6% 0-163 0.4% 83% False False 1,065,757
60 131-095 128-015 3-080 2.5% 0-166 0.4% 87% False False 1,031,366
80 132-205 128-015 4-190 3.5% 0-181 0.4% 61% False False 998,965
100 132-205 127-000 5-205 4.3% 0-182 0.4% 68% False False 801,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-169
2.618 131-301
1.618 131-186
1.000 131-115
0.618 131-071
HIGH 131-000
0.618 130-276
0.500 130-262
0.382 130-249
LOW 130-205
0.618 130-134
1.000 130-090
1.618 130-019
2.618 129-224
4.250 129-036
Fisher Pivots for day following 06-Jun-2016
Pivot 1 day 3 day
R1 130-271 130-218
PP 130-267 130-162
S1 130-262 130-105

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

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