ECBOT 10 Year T-Note Future December 2016


Trading Metrics calculated at close of trading on 30-Jun-2016
Day Change Summary
Previous Current
29-Jun-2016 30-Jun-2016 Change Change % Previous Week
Open 132-080 131-285 -0-115 -0.3% 130-235
High 132-085 132-055 -0-030 -0.1% 133-060
Low 131-250 131-285 0-035 0.1% 130-015
Close 132-040 132-015 -0-025 -0.1% 131-200
Range 0-155 0-090 -0-065 -41.9% 3-045
ATR 0-178 0-171 -0-006 -3.5% 0-000
Volume 104 8 -96 -92.3% 14
Daily Pivots for day following 30-Jun-2016
Classic Woodie Camarilla DeMark
R4 132-282 132-238 132-065
R3 132-192 132-148 132-040
R2 132-102 132-102 132-032
R1 132-058 132-058 132-023 132-080
PP 132-012 132-012 132-012 132-023
S1 131-288 131-288 132-007 131-310
S2 131-242 131-242 131-319
S3 131-152 131-198 131-310
S4 131-062 131-108 131-285
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
5 133-060 130-055 3-005 2.3% 0-262 0.6% 62% False False 35
10 133-060 130-015 3-045 2.4% 0-175 0.4% 64% False False 18
20 133-060 130-015 3-045 2.4% 0-112 0.3% 64% False False 10
40 133-060 128-195 4-185 3.5% 0-056 0.1% 75% False False 5
60 133-060 128-045 5-015 3.8% 0-037 0.1% 77% False False 3
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 0-000
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 133-118
2.618 132-291
1.618 132-201
1.000 132-145
0.618 132-111
HIGH 132-055
0.618 132-021
0.500 132-010
0.382 131-319
LOW 131-285
0.618 131-229
1.000 131-195
1.618 131-139
2.618 131-049
4.250 130-222
Fisher Pivots for day following 30-Jun-2016
Pivot 1 day 3 day
R1 132-013 132-030
PP 132-012 132-025
S1 132-010 132-020

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

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