ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 23-May-2016
Day Change Summary
Previous Current
20-May-2016 23-May-2016 Change Change % Previous Week
Open 129-205 129-230 0-025 0.1% 131-010
High 129-255 129-300 0-045 0.1% 131-035
Low 129-160 129-195 0-035 0.1% 129-100
Close 129-225 129-240 0-015 0.0% 129-225
Range 0-095 0-105 0-010 10.5% 1-255
ATR 0-169 0-164 -0-005 -2.7% 0-000
Volume 896,676 1,025,035 128,359 14.3% 6,504,728
Daily Pivots for day following 23-May-2016
Classic Woodie Camarilla DeMark
R4 130-240 130-185 129-298
R3 130-135 130-080 129-269
R2 130-030 130-030 129-259
R1 129-295 129-295 129-250 130-002
PP 129-245 129-245 129-245 129-259
S1 129-190 129-190 129-230 129-218
S2 129-140 129-140 129-221
S3 129-035 129-085 129-211
S4 128-250 128-300 129-182
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 135-138 134-117 130-221
R3 133-203 132-182 130-063
R2 131-268 131-268 130-010
R1 130-247 130-247 129-278 130-130
PP 130-013 130-013 130-013 129-275
S1 128-312 128-312 129-172 128-195
S2 128-078 128-078 129-120
S3 126-143 127-057 129-067
S4 124-208 125-122 128-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-200 129-100 1-100 1.0% 0-159 0.4% 33% False False 1,324,613
10 131-035 129-100 1-255 1.4% 0-150 0.4% 24% False False 1,209,561
20 131-065 129-020 2-045 1.6% 0-168 0.4% 32% False False 1,209,297
40 131-095 129-020 2-075 1.7% 0-163 0.4% 31% False False 1,114,180
60 131-095 128-015 3-080 2.5% 0-175 0.4% 52% False False 1,108,567
80 132-205 128-015 4-190 3.5% 0-189 0.5% 37% False False 912,203
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-106
2.618 130-255
1.618 130-150
1.000 130-085
0.618 130-045
HIGH 129-300
0.618 129-260
0.500 129-248
0.382 129-235
LOW 129-195
0.618 129-130
1.000 129-090
1.618 129-025
2.618 128-240
4.250 128-069
Fisher Pivots for day following 23-May-2016
Pivot 1 day 3 day
R1 129-248 129-227
PP 129-245 129-213
S1 129-242 129-200

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

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