ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 08-Jun-2016
Day Change Summary
Previous Current
07-Jun-2016 08-Jun-2016 Change Change % Previous Week
Open 130-250 130-295 0-045 0.1% 129-160
High 131-010 131-015 0-005 0.0% 131-005
Low 130-215 130-275 0-060 0.1% 129-095
Close 130-300 130-285 -0-015 0.0% 130-305
Range 0-115 0-060 -0-055 -47.8% 1-230
ATR 0-161 0-154 -0-007 -4.5% 0-000
Volume 35,285 9,256 -26,029 -73.8% 709,779
Daily Pivots for day following 08-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-158 131-122 130-318
R3 131-098 131-062 130-302
R2 131-038 131-038 130-296
R1 131-002 131-002 130-290 130-310
PP 130-298 130-298 130-298 130-292
S1 130-262 130-262 130-280 130-250
S2 130-238 130-238 130-274
S3 130-178 130-202 130-268
S4 130-118 130-142 130-252
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
5 131-015 129-205 1-130 1.1% 0-156 0.4% 89% True False 55,566
10 131-015 129-095 1-240 1.3% 0-146 0.3% 91% True False 545,215
20 131-035 129-095 1-260 1.4% 0-152 0.4% 88% False False 913,853
40 131-065 129-020 2-045 1.6% 0-159 0.4% 85% False False 1,022,277
60 131-095 128-015 3-080 2.5% 0-164 0.4% 88% False False 1,001,616
80 131-140 128-015 3-125 2.6% 0-174 0.4% 84% False False 998,436
100 132-205 127-165 5-040 3.9% 0-181 0.4% 66% False False 802,032
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-023
Narrowest range in 71 trading days
Fibonacci Retracements and Extensions
4.250 131-270
2.618 131-172
1.618 131-112
1.000 131-075
0.618 131-052
HIGH 131-015
0.618 130-312
0.500 130-305
0.382 130-298
LOW 130-275
0.618 130-238
1.000 130-215
1.618 130-178
2.618 130-118
4.250 130-020
Fisher Pivots for day following 08-Jun-2016
Pivot 1 day 3 day
R1 130-305 130-280
PP 130-298 130-275
S1 130-292 130-270

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

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