ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 13-Jun-2016
Day Change Summary
Previous Current
10-Jun-2016 13-Jun-2016 Change Change % Previous Week
Open 131-015 131-190 0-175 0.4% 131-000
High 131-170 131-250 0-080 0.2% 131-170
Low 131-015 131-155 0-140 0.3% 130-205
Close 131-145 131-220 0-075 0.2% 131-145
Range 0-155 0-095 -0-060 -38.7% 0-285
ATR 0-151 0-148 -0-003 -2.2% 0-000
Volume 14,408 16,567 2,159 15.0% 113,023
Daily Pivots for day following 13-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-173 132-132 131-272
R3 132-078 132-037 131-246
R2 131-303 131-303 131-237
R1 131-262 131-262 131-229 131-282
PP 131-208 131-208 131-208 131-219
S1 131-167 131-167 131-211 131-188
S2 131-113 131-113 131-203
S3 131-018 131-072 131-194
S4 130-243 130-297 131-168
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
5 131-250 130-215 1-035 0.8% 0-108 0.3% 92% True False 17,819
10 131-250 129-095 2-155 1.9% 0-144 0.3% 96% True False 83,936
20 131-250 129-095 2-155 1.9% 0-149 0.4% 96% True False 737,407
40 131-250 129-020 2-230 2.1% 0-157 0.4% 97% True False 949,178
60 131-250 128-205 3-045 2.4% 0-159 0.4% 97% True False 943,851
80 131-250 128-015 3-235 2.8% 0-170 0.4% 97% True False 995,730
100 132-205 127-230 4-295 3.7% 0-180 0.4% 81% False False 802,261
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-014
2.618 132-179
1.618 132-084
1.000 132-025
0.618 131-309
HIGH 131-250
0.618 131-214
0.500 131-202
0.382 131-191
LOW 131-155
0.618 131-096
1.000 131-060
1.618 131-001
2.618 130-226
4.250 130-071
Fisher Pivots for day following 13-Jun-2016
Pivot 1 day 3 day
R1 131-214 131-182
PP 131-208 131-145
S1 131-202 131-108

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

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