ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 17-Jun-2016
Day Change Summary
Previous Current
16-Jun-2016 17-Jun-2016 Change Change % Previous Week
Open 132-050 132-025 -0-025 -0.1% 131-190
High 132-175 132-025 -0-150 -0.4% 132-175
Low 131-315 131-240 -0-075 -0.2% 131-155
Close 132-050 131-245 -0-125 -0.3% 131-245
Range 0-180 0-105 -0-075 -41.7% 1-020
ATR 0-154 0-153 -0-002 -1.1% 0-000
Volume 9,065 13,688 4,623 51.0% 102,505
Daily Pivots for day following 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-272 132-203 131-303
R3 132-167 132-098 131-274
R2 132-062 132-062 131-264
R1 131-313 131-313 131-255 131-295
PP 131-277 131-277 131-277 131-268
S1 131-208 131-208 131-235 131-190
S2 131-172 131-172 131-226
S3 131-067 131-103 131-216
S4 130-282 130-318 131-187
Weekly Pivots for week ending 17-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-038 134-162 132-112
R3 134-018 133-142 132-018
R2 132-318 132-318 131-307
R1 132-122 132-122 131-276 132-220
PP 131-298 131-298 131-298 132-028
S1 131-102 131-102 131-214 131-200
S2 130-278 130-278 131-183
S3 129-258 130-082 131-152
S4 128-238 129-062 131-058
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-175 131-155 1-020 0.8% 0-148 0.4% 26% False False 20,501
10 132-175 130-205 1-290 1.4% 0-130 0.3% 59% False False 21,552
20 132-175 129-095 3-080 2.5% 0-141 0.3% 76% False False 461,302
40 132-175 129-020 3-155 2.6% 0-156 0.4% 78% False False 836,153
60 132-175 128-310 3-185 2.7% 0-158 0.4% 78% False False 884,135
80 132-175 128-015 4-160 3.4% 0-167 0.4% 83% False False 956,933
100 132-205 127-280 4-245 3.6% 0-181 0.4% 82% False False 803,028
Crabel Price Patterns
NR True
NR4 True
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 0-024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 133-151
2.618 132-300
1.618 132-195
1.000 132-130
0.618 132-090
HIGH 132-025
0.618 131-305
0.500 131-292
0.382 131-280
LOW 131-240
0.618 131-175
1.000 131-135
1.618 131-070
2.618 130-285
4.250 130-114
Fisher Pivots for day following 17-Jun-2016
Pivot 1 day 3 day
R1 131-292 132-010
PP 131-277 131-302
S1 131-261 131-273

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

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