ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 11-Apr-2016
Day Change Summary
Previous Current
08-Apr-2016 11-Apr-2016 Change Change % Previous Week
Open 131-035 131-020 -0-015 0.0% 130-160
High 131-035 131-055 0-020 0.0% 131-075
Low 130-285 130-270 -0-015 0.0% 130-110
Close 131-000 131-005 0-005 0.0% 131-000
Range 0-070 0-105 0-035 50.0% 0-285
ATR 0-121 0-120 -0-001 -0.9% 0-000
Volume 359 1,338 979 272.7% 6,255
Daily Pivots for day following 11-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-318 131-267 131-063
R3 131-213 131-162 131-034
R2 131-108 131-108 131-024
R1 131-057 131-057 131-015 131-030
PP 131-003 131-003 131-003 130-310
S1 130-272 130-272 130-315 130-245
S2 130-218 130-218 130-306
S3 130-113 130-167 130-296
S4 130-008 130-062 130-267
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-170 133-050 131-157
R3 132-205 132-085 131-078
R2 131-240 131-240 131-052
R1 131-120 131-120 131-026 131-180
PP 130-275 130-275 130-275 130-305
S1 130-155 130-155 130-294 130-215
S2 129-310 129-310 130-268
S3 129-025 129-190 130-242
S4 128-060 128-225 130-163
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 130-160 0-235 0.6% 0-093 0.2% 70% False False 1,513
10 131-075 129-120 1-275 1.4% 0-085 0.2% 88% False False 803
20 131-075 128-010 3-065 2.4% 0-068 0.2% 93% False False 420
40 131-075 127-310 3-085 2.5% 0-035 0.1% 93% False False 210
60 131-075 126-175 4-220 3.6% 0-024 0.1% 95% False False 140
80 131-075 124-115 6-280 5.2% 0-018 0.0% 97% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-181
2.618 132-010
1.618 131-225
1.000 131-160
0.618 131-120
HIGH 131-055
0.618 131-015
0.500 131-003
0.382 130-310
LOW 130-270
0.618 130-205
1.000 130-165
1.618 130-100
2.618 129-315
4.250 129-144
Fisher Pivots for day following 11-Apr-2016
Pivot 1 day 3 day
R1 131-004 131-005
PP 131-003 131-005
S1 131-003 131-005

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

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