ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 28-Apr-2016
Day Change Summary
Previous Current
27-Apr-2016 28-Apr-2016 Change Change % Previous Week
Open 129-055 129-275 0-220 0.5% 130-275
High 129-280 130-055 0-095 0.2% 130-285
Low 129-050 129-210 0-160 0.4% 129-115
Close 129-250 129-305 0-055 0.1% 129-150
Range 0-230 0-165 -0-065 -28.3% 1-170
ATR 0-171 0-170 0-000 -0.2% 0-000
Volume 1,143,464 1,477,696 334,232 29.2% 5,619,484
Daily Pivots for day following 28-Apr-2016
Classic Woodie Camarilla DeMark
R4 131-152 131-073 130-076
R3 130-307 130-228 130-030
R2 130-142 130-142 130-015
R1 130-063 130-063 130-000 130-102
PP 129-297 129-297 129-297 129-316
S1 129-218 129-218 129-290 129-258
S2 129-132 129-132 129-275
S3 128-287 129-053 129-260
S4 128-122 128-208 129-214
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
5 130-055 129-020 1-035 0.9% 0-160 0.4% 80% True False 1,127,173
10 130-285 129-020 1-265 1.4% 0-166 0.4% 49% False False 1,106,182
20 131-095 129-020 2-075 1.7% 0-156 0.4% 40% False False 1,037,595
40 131-095 128-015 3-080 2.5% 0-174 0.4% 59% False False 1,042,685
60 132-205 128-015 4-190 3.5% 0-195 0.5% 41% False False 873,841
80 132-205 125-195 7-010 5.4% 0-183 0.4% 62% False False 656,632
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 0-038
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-116
2.618 131-167
1.618 131-002
1.000 130-220
0.618 130-157
HIGH 130-055
0.618 129-312
0.500 129-292
0.382 129-273
LOW 129-210
0.618 129-108
1.000 129-045
1.618 128-263
2.618 128-098
4.250 127-149
Fisher Pivots for day following 28-Apr-2016
Pivot 1 day 3 day
R1 129-301 129-269
PP 129-297 129-233
S1 129-292 129-198

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

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