ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 130-295 130-295 0-000 0.0% 129-160
High 131-015 131-080 0-065 0.2% 131-005
Low 130-275 130-285 0-010 0.0% 129-095
Close 130-285 131-025 0-060 0.1% 130-305
Range 0-060 0-115 0-055 91.7% 1-230
ATR 0-154 0-151 -0-003 -1.8% 0-000
Volume 9,256 13,583 4,327 46.7% 709,779
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-048 131-312 131-088
R3 131-253 131-197 131-057
R2 131-138 131-138 131-046
R1 131-082 131-082 131-036 131-110
PP 131-023 131-023 131-023 131-038
S1 130-287 130-287 131-014 130-315
S2 130-228 130-228 131-004
S3 130-113 130-172 130-313
S4 129-318 130-057 130-282
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
5 131-080 129-280 1-120 1.0% 0-154 0.4% 88% True False 33,740
10 131-080 129-095 1-305 1.5% 0-148 0.4% 91% True False 348,509
20 131-080 129-095 1-305 1.5% 0-150 0.4% 91% True False 859,271
40 131-080 129-020 2-060 1.7% 0-159 0.4% 92% True False 995,781
60 131-095 128-015 3-080 2.5% 0-163 0.4% 93% False False 986,512
80 131-140 128-015 3-125 2.6% 0-174 0.4% 89% False False 997,937
100 132-205 127-165 5-040 3.9% 0-181 0.4% 70% False False 802,139
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-249
2.618 132-061
1.618 131-266
1.000 131-195
0.618 131-151
HIGH 131-080
0.618 131-036
0.500 131-022
0.382 131-009
LOW 130-285
0.618 130-214
1.000 130-170
1.618 130-099
2.618 129-304
4.250 129-116
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 131-024 131-012
PP 131-023 131-000
S1 131-022 130-308

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

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