ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 10-Jun-2016
Day Change Summary
Previous Current
09-Jun-2016 10-Jun-2016 Change Change % Previous Week
Open 130-295 131-015 0-040 0.1% 131-000
High 131-080 131-170 0-090 0.2% 131-170
Low 130-285 131-015 0-050 0.1% 130-205
Close 131-025 131-145 0-120 0.3% 131-145
Range 0-115 0-155 0-040 34.8% 0-285
ATR 0-151 0-151 0-000 0.2% 0-000
Volume 13,583 14,408 825 6.1% 113,023
Daily Pivots for day following 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-255 132-195 131-230
R3 132-100 132-040 131-188
R2 131-265 131-265 131-173
R1 131-205 131-205 131-159 131-235
PP 131-110 131-110 131-110 131-125
S1 131-050 131-050 131-131 131-080
S2 130-275 130-275 131-117
S3 130-120 130-215 131-102
S4 129-285 130-060 131-060
Weekly Pivots for week ending 10-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-282 133-178 131-302
R3 132-317 132-213 131-223
R2 132-032 132-032 131-197
R1 131-248 131-248 131-171 131-300
PP 131-067 131-067 131-067 131-092
S1 130-283 130-283 131-119 131-015
S2 130-102 130-102 131-093
S3 129-137 129-318 131-067
S4 128-172 129-033 130-308
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-170 130-205 0-285 0.7% 0-112 0.3% 91% True False 22,604
10 131-170 129-095 2-075 1.7% 0-148 0.4% 97% True False 176,241
20 131-170 129-095 2-075 1.7% 0-151 0.4% 97% True False 800,492
40 131-170 129-020 2-150 1.9% 0-159 0.4% 97% True False 969,239
60 131-170 128-205 2-285 2.2% 0-160 0.4% 97% True False 964,572
80 131-170 128-015 3-155 2.7% 0-172 0.4% 98% True False 996,853
100 132-205 127-230 4-295 3.7% 0-181 0.4% 76% False False 802,191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-189
2.618 132-256
1.618 132-101
1.000 132-005
0.618 131-266
HIGH 131-170
0.618 131-111
0.500 131-092
0.382 131-074
LOW 131-015
0.618 130-239
1.000 130-180
1.618 130-084
2.618 129-249
4.250 128-316
Fisher Pivots for day following 10-Jun-2016
Pivot 1 day 3 day
R1 131-128 131-118
PP 131-110 131-090
S1 131-092 131-062

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

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