ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 15-Jun-2016
Day Change Summary
Previous Current
14-Jun-2016 15-Jun-2016 Change Change % Previous Week
Open 131-230 131-215 -0-015 0.0% 131-000
High 132-040 132-045 0-005 0.0% 131-170
Low 131-200 131-165 -0-035 -0.1% 130-205
Close 131-230 131-315 0-085 0.2% 131-145
Range 0-160 0-200 0-040 25.0% 0-285
ATR 0-149 0-153 0-004 2.5% 0-000
Volume 36,549 26,636 -9,913 -27.1% 113,023
Daily Pivots for day following 15-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-242 133-158 132-105
R3 133-042 132-278 132-050
R2 132-162 132-162 132-032
R1 132-078 132-078 132-013 132-120
PP 131-282 131-282 131-282 131-302
S1 131-198 131-198 131-297 131-240
S2 131-082 131-082 131-278
S3 130-202 130-318 131-260
S4 130-002 130-118 131-205
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
5 132-045 130-285 1-080 0.9% 0-145 0.3% 88% True False 21,548
10 132-045 129-205 2-160 1.9% 0-150 0.4% 94% True False 38,557
20 132-045 129-095 2-270 2.2% 0-151 0.4% 95% True False 638,851
40 132-045 129-020 3-025 2.3% 0-160 0.4% 95% True False 902,834
60 132-045 128-205 3-160 2.7% 0-161 0.4% 96% True False 916,045
80 132-045 128-015 4-030 3.1% 0-170 0.4% 96% True False 989,255
100 132-205 127-240 4-285 3.7% 0-180 0.4% 87% False False 802,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-021
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 134-255
2.618 133-249
1.618 133-049
1.000 132-245
0.618 132-169
HIGH 132-045
0.618 131-289
0.500 131-265
0.382 131-241
LOW 131-165
0.618 131-041
1.000 130-285
1.618 130-161
2.618 129-281
4.250 128-275
Fisher Pivots for day following 15-Jun-2016
Pivot 1 day 3 day
R1 131-298 131-297
PP 131-282 131-278
S1 131-265 131-260

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

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