ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 09-Jun-2016
Day Change Summary
Previous Current
08-Jun-2016 09-Jun-2016 Change Change % Previous Week
Open 130-100 130-110 0-010 0.0% 129-020
High 130-195 130-155 -0-040 -0.1% 130-215
Low 130-100 130-105 0-005 0.0% 128-295
Close 130-195 130-150 -0-045 -0.1% 130-215
Range 0-095 0-050 -0-045 -47.4% 1-240
ATR 0-096 0-095 0-000 -0.4% 0-000
Volume 10 5 -5 -50.0% 0
Daily Pivots for day following 09-Jun-2016
Classic Woodie Camarilla DeMark
R4 130-287 130-268 130-178
R3 130-237 130-218 130-164
R2 130-187 130-187 130-159
R1 130-168 130-168 130-155 130-178
PP 130-137 130-137 130-137 130-141
S1 130-118 130-118 130-145 130-128
S2 130-087 130-087 130-141
S3 130-037 130-068 130-136
S4 129-307 130-018 130-123
Weekly Pivots for week ending 03-Jun-2016
Classic Woodie Camarilla DeMark
R4 135-108 134-242 131-203
R3 133-188 133-002 131-049
R2 131-268 131-268 130-318
R1 131-082 131-082 130-266 131-175
PP 130-028 130-028 130-028 130-075
S1 129-162 129-162 130-164 129-255
S2 128-108 128-108 130-112
S3 126-188 127-242 130-061
S4 124-268 126-002 129-227
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-215 130-100 0-115 0.3% 0-029 0.1% 43% False False 3
10 130-215 128-295 1-240 1.3% 0-015 0.0% 88% False False 1
20 130-215 128-195 2-020 1.6% 0-007 0.0% 90% False False
40 130-215 128-045 2-170 1.9% 0-004 0.0% 92% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-048
2.618 130-286
1.618 130-236
1.000 130-205
0.618 130-186
HIGH 130-155
0.618 130-136
0.500 130-130
0.382 130-124
LOW 130-105
0.618 130-074
1.000 130-055
1.618 130-024
2.618 129-294
4.250 129-212
Fisher Pivots for day following 09-Jun-2016
Pivot 1 day 3 day
R1 130-143 130-155
PP 130-137 130-153
S1 130-130 130-152

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

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