ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-Jun-2016
Day Change Summary
Previous Current
15-Jun-2016 16-Jun-2016 Change Change % Previous Week
Open 131-215 132-050 0-155 0.4% 131-000
High 132-045 132-175 0-130 0.3% 131-170
Low 131-165 131-315 0-150 0.4% 130-205
Close 131-315 132-050 0-055 0.1% 131-145
Range 0-200 0-180 -0-020 -10.0% 0-285
ATR 0-153 0-154 0-002 1.3% 0-000
Volume 26,636 9,065 -17,571 -66.0% 113,023
Daily Pivots for day following 16-Jun-2016
Classic Woodie Camarilla DeMark
R4 133-293 133-192 132-149
R3 133-113 133-012 132-100
R2 132-253 132-253 132-083
R1 132-152 132-152 132-066 132-140
PP 132-073 132-073 132-073 132-068
S1 131-292 131-292 132-034 131-280
S2 131-213 131-213 132-017
S3 131-033 131-112 132-000
S4 130-173 130-252 131-271
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
5 132-175 131-015 1-160 1.1% 0-158 0.4% 74% True False 20,645
10 132-175 129-280 2-215 2.0% 0-156 0.4% 85% True False 27,192
20 132-175 129-095 3-080 2.5% 0-144 0.3% 88% True False 542,671
40 132-175 129-020 3-155 2.6% 0-157 0.4% 89% True False 870,758
60 132-175 128-205 3-290 3.0% 0-160 0.4% 90% True False 898,682
80 132-175 128-015 4-160 3.4% 0-169 0.4% 91% True False 974,522
100 132-205 127-280 4-245 3.6% 0-181 0.4% 90% False False 802,923
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 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-300
2.618 134-006
1.618 133-146
1.000 133-035
0.618 132-286
HIGH 132-175
0.618 132-106
0.500 132-085
0.382 132-064
LOW 131-315
0.618 131-204
1.000 131-135
1.618 131-024
2.618 130-164
4.250 129-190
Fisher Pivots for day following 16-Jun-2016
Pivot 1 day 3 day
R1 132-085 132-037
PP 132-073 132-023
S1 132-062 132-010

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

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