ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 27-Jun-2016
Day Change Summary
Previous Current
24-Jun-2016 27-Jun-2016 Change Change % Previous Week
Open 130-055 132-170 2-115 1.8% 130-235
High 133-060 132-170 -0-210 -0.5% 133-060
Low 130-055 132-170 2-115 1.8% 130-015
Close 131-200 132-170 0-290 0.7% 131-200
Range 3-005 0-000 -3-005 -100.0% 3-045
ATR 0-173 0-181 0-008 4.8% 0-000
Volume 10 0 -10 -100.0% 14
Daily Pivots for day following 27-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-170 132-170 132-170
R3 132-170 132-170 132-170
R2 132-170 132-170 132-170
R1 132-170 132-170 132-170 132-170
PP 132-170 132-170 132-170 132-170
S1 132-170 132-170 132-170 132-170
S2 132-170 132-170 132-170
S3 132-170 132-170 132-170
S4 132-170 132-170 132-170
Weekly Pivots for week ending 24-Jun-2016
Classic Woodie Camarilla DeMark
R4 141-013 139-152 133-113
R3 137-288 136-107 132-156
R2 134-243 134-243 132-064
R1 133-062 133-062 131-292 133-312
PP 131-198 131-198 131-198 132-004
S1 130-017 130-017 131-108 130-268
S2 128-153 128-153 131-016
S3 125-108 126-292 130-244
S4 122-063 123-247 129-287
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-060 130-015 3-045 2.4% 0-237 0.6% 79% False False 2
10 133-060 130-015 3-045 2.4% 0-156 0.4% 79% False False 1
20 133-060 128-295 4-085 3.2% 0-095 0.2% 85% False False 1
40 133-060 128-195 4-185 3.5% 0-047 0.1% 86% False False
60 133-060 128-045 5-015 3.8% 0-032 0.1% 87% 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 0-002
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-170
2.618 132-170
1.618 132-170
1.000 132-170
0.618 132-170
HIGH 132-170
0.618 132-170
0.500 132-170
0.382 132-170
LOW 132-170
0.618 132-170
1.000 132-170
1.618 132-170
2.618 132-170
4.250 132-170
Fisher Pivots for day following 27-Jun-2016
Pivot 1 day 3 day
R1 132-170 132-073
PP 132-170 131-295
S1 132-170 131-198

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

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