ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 07-Jun-2016
Day Change Summary
Previous Current
06-Jun-2016 07-Jun-2016 Change Change % Previous Week
Open 130-310 130-235 -0-075 -0.2% 129-125
High 131-020 131-015 -0-005 0.0% 131-020
Low 130-200 130-220 0-020 0.0% 129-055
Close 130-280 130-305 0-025 0.1% 130-310
Range 0-140 0-115 -0-025 -17.9% 1-285
ATR 0-165 0-162 -0-004 -2.2% 0-000
Volume 1,079,765 662,920 -416,845 -38.6% 5,499,171
Daily Pivots for day following 07-Jun-2016
Classic Woodie Camarilla DeMark
R4 131-312 131-263 131-048
R3 131-197 131-148 131-017
R2 131-082 131-082 131-006
R1 131-033 131-033 130-316 131-058
PP 130-287 130-287 130-287 130-299
S1 130-238 130-238 130-294 130-262
S2 130-172 130-172 130-284
S3 130-057 130-123 130-273
S4 129-262 130-008 130-242
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 136-023 135-132 132-003
R3 134-058 133-167 131-156
R2 132-093 132-093 131-101
R1 131-202 131-202 131-045 131-308
PP 130-128 130-128 130-128 130-181
S1 129-237 129-237 130-255 130-022
S2 128-163 128-163 130-199
S3 126-198 127-272 130-144
S4 124-233 125-307 129-297
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-020 129-155 1-185 1.2% 0-185 0.4% 93% False False 1,146,948
10 131-020 129-055 1-285 1.4% 0-167 0.4% 94% False False 1,166,762
20 131-020 129-055 1-285 1.4% 0-158 0.4% 94% False False 624,235
40 131-045 128-285 2-080 1.7% 0-147 0.4% 92% False False 314,361
60 131-075 128-010 3-065 2.4% 0-121 0.3% 91% False False 209,714
80 131-075 127-310 3-085 2.5% 0-091 0.2% 91% False False 157,285
100 131-075 126-175 4-220 3.6% 0-073 0.2% 94% False False 125,828
120 131-075 124-115 6-280 5.2% 0-061 0.1% 96% False False 104,857
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 132-184
2.618 131-316
1.618 131-201
1.000 131-130
0.618 131-086
HIGH 131-015
0.618 130-291
0.500 130-278
0.382 130-264
LOW 130-220
0.618 130-149
1.000 130-105
1.618 130-034
2.618 129-239
4.250 129-051
Fisher Pivots for day following 07-Jun-2016
Pivot 1 day 3 day
R1 130-296 130-252
PP 130-287 130-198
S1 130-278 130-145

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

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