ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 26-Apr-2016
Day Change Summary
Previous Current
25-Apr-2016 26-Apr-2016 Change Change % Previous Week
Open 129-085 129-050 -0-035 -0.1% 130-245
High 129-135 129-065 -0-070 -0.2% 130-260
Low 129-050 128-285 -0-085 -0.2% 129-075
Close 129-065 128-310 -0-075 -0.2% 129-100
Range 0-085 0-100 0-015 17.7% 1-185
ATR 0-124 0-122 -0-002 -1.4% 0-000
Volume 2,270 3,270 1,000 44.1% 8,203
Daily Pivots for day following 26-Apr-2016
Classic Woodie Camarilla DeMark
R4 129-307 129-248 129-045
R3 129-207 129-148 129-018
R2 129-107 129-107 129-008
R1 129-048 129-048 128-319 129-028
PP 129-007 129-007 129-007 128-316
S1 128-268 128-268 128-301 128-248
S2 128-227 128-227 128-292
S3 128-127 128-168 128-283
S4 128-027 128-068 128-255
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-167 133-158 130-058
R3 132-302 131-293 129-239
R2 131-117 131-117 129-193
R1 130-108 130-108 129-146 130-020
PP 129-252 129-252 129-252 129-208
S1 128-243 128-243 129-054 128-155
S2 128-067 128-067 129-007
S3 126-202 127-058 128-281
S4 125-017 125-193 128-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-120 128-285 1-155 1.2% 0-135 0.3% 5% False True 2,201
10 130-260 128-285 1-295 1.5% 0-106 0.3% 4% False True 1,747
20 131-075 128-285 2-110 1.8% 0-090 0.2% 3% False True 1,357
40 131-075 127-310 3-085 2.5% 0-064 0.2% 31% False False 698
60 131-075 127-310 3-085 2.5% 0-042 0.1% 31% False False 465
80 131-075 124-210 6-185 5.1% 0-032 0.1% 66% False False 349
100 131-075 123-275 7-120 5.7% 0-025 0.1% 69% False False 279
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 0-013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-170
2.618 130-007
1.618 129-227
1.000 129-165
0.618 129-127
HIGH 129-065
0.618 129-027
0.500 129-015
0.382 129-003
LOW 128-285
0.618 128-223
1.000 128-185
1.618 128-123
2.618 128-023
4.250 127-180
Fisher Pivots for day following 26-Apr-2016
Pivot 1 day 3 day
R1 129-015 129-080
PP 129-007 129-050
S1 128-318 129-020

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

View Archives - Comment on this page... - Back to Index of Symbols