ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 20-Apr-2016
Day Change Summary
Previous Current
19-Apr-2016 20-Apr-2016 Change Change % Previous Week
Open 130-160 130-105 -0-055 -0.1% 131-025
High 130-160 130-190 0-030 0.1% 131-070
Low 130-065 129-225 -0-160 -0.4% 130-065
Close 130-115 129-240 -0-195 -0.5% 130-205
Range 0-095 0-285 0-190 200.0% 1-005
ATR 0-168 0-176 0-008 5.0% 0-000
Volume 1,017,239 1,292,098 274,859 27.0% 4,752,259
Daily Pivots for day following 20-Apr-2016
Classic Woodie Camarilla DeMark
R4 132-220 132-035 130-077
R3 131-255 131-070 129-318
R2 130-290 130-290 129-292
R1 130-105 130-105 129-266 130-055
PP 130-005 130-005 130-005 129-300
S1 129-140 129-140 129-214 129-090
S2 129-040 129-040 129-188
S3 128-075 128-175 129-162
S4 127-110 127-210 129-083
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
5 130-285 129-225 1-060 0.9% 0-175 0.4% 4% False True 1,020,830
10 131-095 129-225 1-190 1.2% 0-167 0.4% 3% False True 976,148
20 131-095 128-205 2-210 2.0% 0-166 0.4% 42% False False 954,529
40 131-140 128-015 3-125 2.6% 0-181 0.4% 50% False False 1,078,287
60 132-205 127-280 4-245 3.7% 0-197 0.5% 39% False False 757,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-031
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 134-121
2.618 132-296
1.618 132-011
1.000 131-155
0.618 131-046
HIGH 130-190
0.618 130-081
0.500 130-048
0.382 130-014
LOW 129-225
0.618 129-049
1.000 128-260
1.618 128-084
2.618 127-119
4.250 125-294
Fisher Pivots for day following 20-Apr-2016
Pivot 1 day 3 day
R1 130-048 130-095
PP 130-005 130-037
S1 129-282 129-298

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

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