ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 04-May-2016
Day Change Summary
Previous Current
03-May-2016 04-May-2016 Change Change % Previous Week
Open 129-205 130-100 0-215 0.5% 129-165
High 130-150 130-175 0-025 0.1% 130-060
Low 129-205 130-050 0-165 0.4% 129-020
Close 130-095 130-140 0-045 0.1% 130-020
Range 0-265 0-125 -0-140 -52.8% 1-040
ATR 0-177 0-173 -0-004 -2.1% 0-000
Volume 1,321,886 1,118,669 -203,217 -15.4% 6,120,110
Daily Pivots for day following 04-May-2016
Classic Woodie Camarilla DeMark
R4 131-177 131-123 130-209
R3 131-052 130-318 130-174
R2 130-247 130-247 130-163
R1 130-193 130-193 130-151 130-220
PP 130-122 130-122 130-122 130-135
S1 130-068 130-068 130-129 130-095
S2 129-317 129-317 130-117
S3 129-192 129-263 130-106
S4 129-067 129-138 130-071
Weekly Pivots for week ending 29-Apr-2016
Classic Woodie Camarilla DeMark
R4 133-047 132-233 130-218
R3 132-007 131-193 130-119
R2 130-287 130-287 130-086
R1 130-153 130-153 130-053 130-220
PP 129-247 129-247 129-247 129-280
S1 129-113 129-113 129-307 129-180
S2 128-207 128-207 129-274
S3 127-167 128-073 129-241
S4 126-127 127-033 129-142
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-175 129-200 0-295 0.7% 0-179 0.4% 88% True False 1,261,052
10 130-175 129-020 1-155 1.1% 0-168 0.4% 93% True False 1,186,132
20 131-095 129-020 2-075 1.7% 0-167 0.4% 62% False False 1,081,140
40 131-095 128-015 3-080 2.5% 0-173 0.4% 74% False False 1,045,551
60 132-205 128-015 4-190 3.5% 0-191 0.5% 52% False False 953,247
80 132-205 126-135 6-070 4.8% 0-188 0.5% 65% False False 716,960
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-042
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 132-066
2.618 131-182
1.618 131-057
1.000 130-300
0.618 130-252
HIGH 130-175
0.618 130-127
0.500 130-112
0.382 130-098
LOW 130-050
0.618 129-293
1.000 129-245
1.618 129-168
2.618 129-043
4.250 128-159
Fisher Pivots for day following 04-May-2016
Pivot 1 day 3 day
R1 130-131 130-102
PP 130-122 130-065
S1 130-112 130-028

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

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