ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-Apr-2016
Day Change Summary
Previous Current
01-Apr-2016 04-Apr-2016 Change Change % Previous Week
Open 130-155 130-150 -0-005 0.0% 129-050
High 130-160 130-205 0-045 0.1% 130-170
Low 130-020 130-100 0-080 0.2% 128-310
Close 130-095 130-150 0-055 0.1% 130-095
Range 0-140 0-105 -0-035 -25.0% 1-180
ATR 0-197 0-191 -0-006 -3.2% 0-000
Volume 1,275,666 739,937 -535,729 -42.0% 5,012,376
Daily Pivots for day following 04-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-147 131-093 130-208
R3 131-042 130-308 130-179
R2 130-257 130-257 130-169
R1 130-203 130-203 130-160 130-202
PP 130-152 130-152 130-152 130-151
S1 130-098 130-098 130-140 130-098
S2 130-047 130-047 130-131
S3 129-262 129-313 130-121
S4 129-157 129-208 130-092
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-198 134-007 131-050
R3 133-018 132-147 130-232
R2 131-158 131-158 130-187
R1 130-287 130-287 130-141 131-062
PP 129-298 129-298 129-298 130-026
S1 129-107 129-107 130-049 129-202
S2 128-118 128-118 130-003
S3 126-258 127-247 129-278
S4 125-078 126-067 129-140
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-205 129-065 1-140 1.1% 0-169 0.4% 88% True False 1,064,998
10 130-205 128-205 2-000 1.5% 0-176 0.4% 91% True False 921,984
20 130-205 128-015 2-190 2.0% 0-185 0.4% 93% True False 1,012,478
40 132-205 128-015 4-190 3.5% 0-210 0.5% 53% False False 841,403
60 132-205 126-040 6-165 5.0% 0-195 0.5% 67% False False 563,229
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-042
Narrowest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 132-011
2.618 131-160
1.618 131-055
1.000 130-310
0.618 130-270
HIGH 130-205
0.618 130-165
0.500 130-152
0.382 130-140
LOW 130-100
0.618 130-035
1.000 129-315
1.618 129-250
2.618 129-145
4.250 128-294
Fisher Pivots for day following 04-Apr-2016
Pivot 1 day 3 day
R1 130-152 130-132
PP 130-152 130-113
S1 130-151 130-095

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

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