ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 15-Apr-2016

Day Change Summary
	Previous	Current
	14-Apr-2016	15-Apr-2016	Change	Change %	Previous Week
Open	130-090	130-130	0-040	0.1%	131-020
High	130-090	130-185	0-095	0.2%	131-055
Low	130-050	130-125	0-075	0.2%	130-050
Close	130-090	130-185	0-095	0.2%	130-185
Range	0-040	0-060	0-020	50.0%	1-005
ATR	0-121	0-119	-0-002	-1.5%	0-000
Volume	1,605	1,076	-529	-33.0%	7,109

Daily Pivots for day following 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-025	131-005	130-218
R3	130-285	130-265	130-201
R2	130-225	130-225	130-196
R1	130-205	130-205	130-190	130-215
PP	130-165	130-165	130-165	130-170
S1	130-145	130-145	130-179	130-155
S2	130-105	130-105	130-174
S3	130-045	130-085	130-168
S4	129-305	130-025	130-152

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-218	133-047	131-044
R3	132-213	132-042	130-274
R2	131-208	131-208	130-245
R1	131-037	131-037	130-215	130-280
PP	130-203	130-203	130-203	130-165
S1	130-032	130-032	130-155	129-275
S2	129-198	129-198	130-125
S3	128-193	129-027	130-096
S4	127-188	128-022	130-006

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-055	130-050	1-005	0.8%	0-071	0.2%	42%	False	False	1,421
10	131-075	130-050	1-025	0.8%	0-076	0.2%	39%	False	False	1,336
20	131-075	128-140	2-255	2.1%	0-076	0.2%	77%	False	False	709
40	131-075	127-310	3-085	2.5%	0-042	0.1%	80%	False	False	354
60	131-075	127-050	4-025	3.1%	0-028	0.1%	84%	False	False	236
80	131-075	124-115	6-280	5.3%	0-021	0.0%	90%	False	False	177

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	0-011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	131-120
2.618	131-022
1.618	130-282
1.000	130-245
0.618	130-222
HIGH	130-185
0.618	130-162
0.500	130-155
0.382	130-148
LOW	130-125
0.618	130-088
1.000	130-065
1.618	130-028
2.618	129-288
4.250	129-190

Fisher Pivots for day following 15-Apr-2016
Pivot	1 day	3 day
R1	130-175	130-162
PP	130-165	130-140
S1	130-155	130-118

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