ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 18-Apr-2016
Day Change Summary
Previous Current
15-Apr-2016 18-Apr-2016 Change Change % Previous Week
Open 130-130 130-245 0-115 0.3% 131-020
High 130-185 130-260 0-075 0.2% 131-055
Low 130-125 130-130 0-005 0.0% 130-050
Close 130-185 130-135 -0-050 -0.1% 130-185
Range 0-060 0-130 0-070 116.6% 1-005
ATR 0-119 0-120 0-001 0.6% 0-000
Volume 1,076 1,114 38 3.5% 7,109
Daily Pivots for day following 18-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-245 131-160 130-206
R3 131-115 131-030 130-171
R2 130-305 130-305 130-159
R1 130-220 130-220 130-147 130-198
PP 130-175 130-175 130-175 130-164
S1 130-090 130-090 130-123 130-068
S2 130-045 130-045 130-111
S3 129-235 129-280 130-099
S4 129-105 129-150 130-064
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
5 130-260 130-050 0-210 0.5% 0-076 0.2% 40% True False 1,377
10 131-075 130-050 1-025 0.8% 0-084 0.2% 25% False False 1,445
20 131-075 128-140 2-255 2.1% 0-082 0.2% 71% False False 765
40 131-075 127-310 3-085 2.5% 0-045 0.1% 75% False False 382
60 131-075 127-050 4-025 3.1% 0-030 0.1% 80% False False 255
80 131-075 124-115 6-280 5.3% 0-022 0.1% 88% False False 191
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-172
2.618 131-280
1.618 131-150
1.000 131-070
0.618 131-020
HIGH 130-260
0.618 130-210
0.500 130-195
0.382 130-180
LOW 130-130
0.618 130-050
1.000 130-000
1.618 129-240
2.618 129-110
4.250 128-218
Fisher Pivots for day following 18-Apr-2016
Pivot 1 day 3 day
R1 130-195 130-155
PP 130-175 130-148
S1 130-155 130-142

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

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