ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 14-Jun-2016
Day Change Summary
Previous Current
13-Jun-2016 14-Jun-2016 Change Change % Previous Week
Open 131-190 131-230 0-040 0.1% 131-000
High 131-250 132-040 0-110 0.3% 131-170
Low 131-155 131-200 0-045 0.1% 130-205
Close 131-220 131-230 0-010 0.0% 131-145
Range 0-095 0-160 0-065 68.4% 0-285
ATR 0-148 0-149 0-001 0.6% 0-000
Volume 16,567 36,549 19,982 120.6% 113,023
Daily Pivots for day following 14-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-103 133-007 131-318
R3 132-263 132-167 131-274
R2 132-103 132-103 131-259
R1 132-007 132-007 131-245 131-310
PP 131-263 131-263 131-263 131-255
S1 131-167 131-167 131-215 131-150
S2 131-103 131-103 131-201
S3 130-263 131-007 131-186
S4 130-103 130-167 131-142
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
5 132-040 130-275 1-085 1.0% 0-117 0.3% 68% True False 18,072
10 132-040 129-190 2-170 1.9% 0-144 0.3% 84% True False 49,881
20 132-040 129-095 2-265 2.1% 0-147 0.3% 86% True False 693,900
40 132-040 129-020 3-020 2.3% 0-157 0.4% 87% True False 927,599
60 132-040 128-205 3-155 2.6% 0-160 0.4% 88% True False 928,617
80 132-040 128-015 4-025 3.1% 0-169 0.4% 90% True False 994,729
100 132-205 127-230 4-295 3.7% 0-180 0.4% 81% False False 802,617
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 134-080
2.618 133-139
1.618 132-299
1.000 132-200
0.618 132-139
HIGH 132-040
0.618 131-299
0.500 131-280
0.382 131-261
LOW 131-200
0.618 131-101
1.000 131-040
1.618 130-261
2.618 130-101
4.250 129-160
Fisher Pivots for day following 14-Jun-2016
Pivot 1 day 3 day
R1 131-280 131-216
PP 131-263 131-202
S1 131-247 131-188

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

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