ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 08-Apr-2016
Day Change Summary
Previous Current
07-Apr-2016 08-Apr-2016 Change Change % Previous Week
Open 130-215 131-075 0-180 0.4% 130-150
High 131-095 131-085 -0-010 0.0% 131-095
Low 130-185 130-270 0-085 0.2% 130-100
Close 131-080 131-010 -0-070 -0.2% 131-010
Range 0-230 0-135 -0-095 -41.3% 0-315
ATR 0-188 0-184 -0-004 -2.0% 0-000
Volume 1,016,410 783,757 -232,653 -22.9% 4,481,171
Daily Pivots for day following 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-100 132-030 131-084
R3 131-285 131-215 131-047
R2 131-150 131-150 131-035
R1 131-080 131-080 131-022 131-048
PP 131-015 131-015 131-015 130-319
S1 130-265 130-265 130-318 130-232
S2 130-200 130-200 130-305
S3 130-065 130-130 130-293
S4 129-250 129-315 130-256
Weekly Pivots for week ending 08-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-267 133-133 131-183
R3 132-272 132-138 131-097
R2 131-277 131-277 131-068
R1 131-143 131-143 131-039 131-210
PP 130-282 130-282 130-282 130-315
S1 130-148 130-148 130-301 130-215
S2 129-287 129-287 130-272
S3 128-292 129-153 130-243
S4 127-297 128-158 130-157
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-095 130-100 0-315 0.8% 0-145 0.3% 73% False False 896,234
10 131-095 128-310 2-105 1.8% 0-162 0.4% 89% False False 949,354
20 131-095 128-015 3-080 2.5% 0-173 0.4% 92% False False 962,583
40 132-205 128-015 4-190 3.5% 0-200 0.5% 65% False False 932,173
60 132-205 127-000 5-205 4.3% 0-194 0.5% 71% False False 625,544
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-019
2.618 132-118
1.618 131-303
1.000 131-220
0.618 131-168
HIGH 131-085
0.618 131-033
0.500 131-018
0.382 131-002
LOW 130-270
0.618 130-187
1.000 130-135
1.618 130-052
2.618 129-237
4.250 129-016
Fisher Pivots for day following 08-Apr-2016
Pivot 1 day 3 day
R1 131-018 130-317
PP 131-015 130-303
S1 131-012 130-290

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

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