ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 21-Apr-2016
Day Change Summary
Previous Current
20-Apr-2016 21-Apr-2016 Change Change % Previous Week
Open 130-105 129-260 -0-165 -0.4% 131-025
High 130-190 129-290 -0-220 -0.5% 131-070
Low 129-225 129-145 -0-080 -0.2% 130-065
Close 129-240 129-195 -0-045 -0.1% 130-205
Range 0-285 0-145 -0-140 -49.1% 1-005
ATR 0-176 0-174 -0-002 -1.3% 0-000
Volume 1,292,098 1,397,890 105,792 8.2% 4,752,259
Daily Pivots for day following 21-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-005 130-245 129-275
R3 130-180 130-100 129-235
R2 130-035 130-035 129-222
R1 129-275 129-275 129-208 129-242
PP 129-210 129-210 129-210 129-194
S1 129-130 129-130 129-182 129-098
S2 129-065 129-065 129-168
S3 128-240 128-305 129-155
S4 128-095 128-160 129-115
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
5 130-285 129-145 1-140 1.1% 0-172 0.4% 11% False True 1,085,192
10 131-085 129-145 1-260 1.4% 0-158 0.4% 9% False True 1,014,296
20 131-095 128-310 2-105 1.8% 0-162 0.4% 28% False False 980,099
40 131-095 128-015 3-080 2.5% 0-178 0.4% 48% False False 1,077,714
60 132-205 127-280 4-245 3.7% 0-197 0.5% 36% False False 780,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-266
2.618 131-030
1.618 130-205
1.000 130-115
0.618 130-060
HIGH 129-290
0.618 129-235
0.500 129-218
0.382 129-200
LOW 129-145
0.618 129-055
1.000 129-000
1.618 128-230
2.618 128-085
4.250 127-169
Fisher Pivots for day following 21-Apr-2016
Pivot 1 day 3 day
R1 129-218 130-008
PP 129-210 129-283
S1 129-202 129-239

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

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