ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 20-Jun-2016
Day Change Summary
Previous Current
17-Jun-2016 20-Jun-2016 Change Change % Previous Week
Open 132-025 131-125 -0-220 -0.5% 131-190
High 132-025 131-170 -0-175 -0.4% 132-175
Low 131-240 131-045 -0-195 -0.5% 131-155
Close 131-245 131-125 -0-120 -0.3% 131-245
Range 0-105 0-125 0-020 19.0% 1-020
ATR 0-153 0-156 0-003 2.2% 0-000
Volume 13,688 5,491 -8,197 -59.9% 102,505
Daily Pivots for day following 20-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-168 132-112 131-194
R3 132-043 131-307 131-159
R2 131-238 131-238 131-148
R1 131-182 131-182 131-136 131-188
PP 131-113 131-113 131-113 131-116
S1 131-057 131-057 131-114 131-062
S2 130-308 130-308 131-102
S3 130-183 130-252 131-091
S4 130-058 130-127 131-056
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
5 132-175 131-045 1-130 1.1% 0-154 0.4% 18% False True 18,285
10 132-175 130-215 1-280 1.4% 0-131 0.3% 38% False False 18,052
20 132-175 129-095 3-080 2.5% 0-143 0.3% 64% False False 416,743
40 132-175 129-020 3-155 2.7% 0-156 0.4% 67% False False 810,977
60 132-175 128-310 3-185 2.7% 0-157 0.4% 68% False False 871,739
80 132-175 128-015 4-160 3.4% 0-165 0.4% 74% False False 937,889
100 132-205 128-010 4-195 3.5% 0-180 0.4% 73% False False 803,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-061
2.618 132-177
1.618 132-052
1.000 131-295
0.618 131-247
HIGH 131-170
0.618 131-122
0.500 131-108
0.382 131-093
LOW 131-045
0.618 130-288
1.000 130-240
1.618 130-163
2.618 130-038
4.250 129-154
Fisher Pivots for day following 20-Jun-2016
Pivot 1 day 3 day
R1 131-119 131-270
PP 131-113 131-222
S1 131-108 131-173

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

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