ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	130-210	130-125	-0-085	-0.2%	129-255
High	131-045	130-260	-0-105	-0.3%	131-045
Low	130-130	130-125	-0-005	0.0%	129-165
Close	130-150	130-240	0-090	0.2%	130-150
Range	0-235	0-135	-0-100	-42.5%	1-200
ATR	0-152	0-151	-0-001	-0.8%	0-000
Volume	11,168	9,747	-1,421	-12.7%	46,136

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-293	131-242	130-314
R3	131-158	131-107	130-277
R2	131-023	131-023	130-265
R1	130-292	130-292	130-252	130-318
PP	130-208	130-208	130-208	130-221
S1	130-157	130-157	130-228	130-182
S2	130-073	130-073	130-215
S3	129-258	130-022	130-203
S4	129-123	129-207	130-166

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-080	134-155	131-116
R3	133-200	132-275	130-293
R2	132-000	132-000	130-245
R1	131-075	131-075	130-198	131-198
PP	130-120	130-120	130-120	130-181
S1	129-195	129-195	130-102	129-318
S2	128-240	128-240	130-055
S3	127-040	127-315	130-007
S4	125-160	126-115	129-184

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-045	129-185	1-180	1.2%	0-188	0.4%	75%	False	False	9,571
10	131-045	128-285	2-080	1.7%	0-168	0.4%	83%	False	False	7,348
20	131-045	128-285	2-080	1.7%	0-135	0.3%	83%	False	False	4,486
40	131-075	128-010	3-065	2.4%	0-102	0.2%	85%	False	False	2,453
60	131-075	127-310	3-085	2.5%	0-069	0.2%	85%	False	False	1,635
80	131-075	126-175	4-220	3.6%	0-052	0.1%	90%	False	False	1,226
100	131-075	124-115	6-280	5.3%	0-041	0.1%	93%	False	False	981

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	True
Bull Hook	False
Stretch	0-036
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	132-194
2.618	131-293
1.618	131-158
1.000	131-075
0.618	131-023
HIGH	130-260
0.618	130-208
0.500	130-192
0.382	130-177
LOW	130-125
0.618	130-042
1.000	129-310
1.618	129-227
2.618	129-092
4.250	128-191

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	130-224	130-230
PP	130-208	130-220
S1	130-192	130-210

Download as Excel Spreadsheet

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

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