ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 131-000 130-250 -0-070 -0.2% 129-160
High 131-000 131-010 0-010 0.0% 131-005
Low 130-205 130-215 0-010 0.0% 129-095
Close 130-275 130-300 0-025 0.1% 130-305
Range 0-115 0-115 0-000 0.0% 1-230
ATR 0-165 0-161 -0-004 -2.2% 0-000
Volume 40,491 35,285 -5,206 -12.9% 709,779
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-307 131-258 131-043
R3 131-192 131-143 131-012
R2 131-077 131-077 131-001
R1 131-028 131-028 130-311 131-052
PP 130-282 130-282 130-282 130-294
S1 130-233 130-233 130-289 130-258
S2 130-167 130-167 130-279
S3 130-052 130-118 130-268
S4 129-257 130-003 130-237
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
5 131-010 129-190 1-140 1.1% 0-171 0.4% 93% True False 81,689
10 131-010 129-095 1-235 1.3% 0-156 0.4% 95% True False 716,458
20 131-035 129-095 1-260 1.4% 0-153 0.4% 91% False False 963,009
40 131-065 129-020 2-045 1.6% 0-162 0.4% 88% False False 1,046,485
60 131-095 128-015 3-080 2.5% 0-165 0.4% 89% False False 1,013,580
80 131-190 128-015 3-175 2.7% 0-178 0.4% 81% False False 998,801
100 132-205 127-085 5-120 4.1% 0-181 0.4% 68% False False 801,961
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-024
Fibonacci Retracements and Extensions
4.250 132-179
2.618 131-311
1.618 131-196
1.000 131-125
0.618 131-081
HIGH 131-010
0.618 130-286
0.500 130-272
0.382 130-259
LOW 130-215
0.618 130-144
1.000 130-100
1.618 130-029
2.618 129-234
4.250 129-046
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 130-291 130-248
PP 130-282 130-197
S1 130-272 130-145

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

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