ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 27-Apr-2016
Day Change Summary
Previous Current
26-Apr-2016 27-Apr-2016 Change Change % Previous Week
Open 129-095 129-055 -0-040 -0.1% 130-275
High 129-155 129-280 0-125 0.3% 130-285
Low 129-020 129-050 0-030 0.1% 129-115
Close 129-055 129-250 0-195 0.5% 129-150
Range 0-135 0-230 0-095 70.4% 1-170
ATR 0-166 0-171 0-005 2.7% 0-000
Volume 1,058,861 1,143,464 84,603 8.0% 5,619,484
Daily Pivots for day following 27-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-243 131-157 130-056
R3 131-013 130-247 129-313
R2 130-103 130-103 129-292
R1 130-017 130-017 129-271 130-060
PP 129-193 129-193 129-193 129-215
S1 129-107 129-107 129-229 129-150
S2 128-283 128-283 129-208
S3 128-053 128-197 129-187
S4 127-143 127-287 129-124
Weekly Pivots for week ending 22-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-160 133-165 130-100
R3 132-310 131-315 129-285
R2 131-140 131-140 129-240
R1 130-145 130-145 129-195 130-058
PP 129-290 129-290 129-290 129-246
S1 128-295 128-295 129-105 128-208
S2 128-120 128-120 129-060
S3 126-270 127-125 129-015
S4 125-100 125-275 128-200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-290 129-020 0-270 0.7% 0-156 0.4% 85% False False 1,111,211
10 130-285 129-020 1-265 1.4% 0-166 0.4% 39% False False 1,066,020
20 131-095 129-020 2-075 1.7% 0-157 0.4% 32% False False 1,020,612
40 131-095 128-015 3-080 2.5% 0-174 0.4% 53% False False 1,042,286
60 132-205 128-015 4-190 3.5% 0-196 0.5% 38% False False 849,607
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 132-298
2.618 131-242
1.618 131-012
1.000 130-190
0.618 130-102
HIGH 129-280
0.618 129-192
0.500 129-165
0.382 129-138
LOW 129-050
0.618 128-228
1.000 128-140
1.618 127-318
2.618 127-088
4.250 126-032
Fisher Pivots for day following 27-Apr-2016
Pivot 1 day 3 day
R1 129-222 129-217
PP 129-193 129-183
S1 129-165 129-150

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

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