ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 15-Apr-2016
Day Change Summary
Previous Current
14-Apr-2016 15-Apr-2016 Change Change % Previous Week
Open 130-195 130-095 -0-100 -0.2% 131-025
High 130-225 130-235 0-010 0.0% 131-070
Low 130-065 130-065 0-000 0.0% 130-065
Close 130-120 130-205 0-085 0.2% 130-205
Range 0-160 0-170 0-010 6.3% 1-005
ATR 0-175 0-174 0-000 -0.2% 0-000
Volume 1,076,080 819,010 -257,070 -23.9% 4,752,259
Daily Pivots for day following 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-038 131-292 130-298
R3 131-188 131-122 130-252
R2 131-018 131-018 130-236
R1 130-272 130-272 130-221 130-305
PP 130-168 130-168 130-168 130-185
S1 130-102 130-102 130-189 130-135
S2 129-318 129-318 130-174
S3 129-148 129-252 130-158
S4 128-298 129-082 130-112
Weekly Pivots for week ending 15-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-235 133-065 131-064
R3 132-230 132-060 130-294
R2 131-225 131-225 130-265
R1 131-055 131-055 130-235 130-298
PP 130-220 130-220 130-220 130-181
S1 130-050 130-050 130-175 129-292
S2 129-215 129-215 130-145
S3 128-210 129-045 130-116
S4 127-205 128-040 130-026
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-070 130-065 1-005 0.8% 0-152 0.4% 43% False True 950,451
10 131-095 130-065 1-030 0.8% 0-148 0.4% 40% False True 923,343
20 131-095 128-205 2-210 2.0% 0-163 0.4% 75% False False 933,197
40 131-140 128-015 3-125 2.6% 0-182 0.4% 76% False False 1,042,282
60 132-205 127-230 4-295 3.8% 0-195 0.5% 59% False False 704,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-318
2.618 132-040
1.618 131-190
1.000 131-085
0.618 131-020
HIGH 130-235
0.618 130-170
0.500 130-150
0.382 130-130
LOW 130-065
0.618 129-280
1.000 129-215
1.618 129-110
2.618 128-260
4.250 127-302
Fisher Pivots for day following 15-Apr-2016
Pivot 1 day 3 day
R1 130-187 130-187
PP 130-168 130-168
S1 130-150 130-150

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

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