ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 05-Apr-2016
Day Change Summary
Previous Current
04-Apr-2016 05-Apr-2016 Change Change % Previous Week
Open 130-160 130-225 0-065 0.2% 128-310
High 130-160 130-280 0-120 0.3% 130-090
Low 130-110 130-210 0-100 0.2% 128-245
Close 130-115 130-245 0-130 0.3% 130-060
Range 0-050 0-070 0-020 40.0% 1-165
ATR 0-115 0-118 0-004 3.1% 0-000
Volume 28 323 295 1,053.6% 619
Daily Pivots for day following 05-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-135 131-100 130-283
R3 131-065 131-030 130-264
R2 130-315 130-315 130-258
R1 130-280 130-280 130-251 130-297
PP 130-245 130-245 130-245 130-254
S1 130-210 130-210 130-239 130-228
S2 130-175 130-175 130-232
S3 130-105 130-140 130-226
S4 130-035 130-070 130-207
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-093 133-242 131-007
R3 132-248 132-077 130-193
R2 131-083 131-083 130-149
R1 130-232 130-232 130-104 130-318
PP 129-238 129-238 129-238 129-281
S1 129-067 129-067 130-016 129-152
S2 128-073 128-073 129-291
S3 126-228 127-222 129-247
S4 125-063 126-057 129-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-280 129-265 1-015 0.8% 0-056 0.1% 90% True False 80
10 130-280 128-140 2-140 1.9% 0-080 0.2% 96% True False 116
20 130-280 127-310 2-290 2.2% 0-048 0.1% 96% True False 58
40 130-300 127-310 2-310 2.3% 0-025 0.1% 94% False False 29
60 130-300 126-020 4-280 3.7% 0-017 0.0% 96% False False 19
80 130-300 124-115 6-185 5.0% 0-013 0.0% 97% False False 14
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 0-014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-257
2.618 131-143
1.618 131-073
1.000 131-030
0.618 131-003
HIGH 130-280
0.618 130-253
0.500 130-245
0.382 130-237
LOW 130-210
0.618 130-167
1.000 130-140
1.618 130-097
2.618 130-027
4.250 129-233
Fisher Pivots for day following 05-Apr-2016
Pivot 1 day 3 day
R1 130-245 130-211
PP 130-245 130-177
S1 130-245 130-142

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

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