ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 09-May-2016
Day Change Summary
Previous Current
06-May-2016 09-May-2016 Change Change % Previous Week
Open 130-240 130-170 -0-070 -0.2% 129-295
High 131-065 130-285 -0-100 -0.2% 131-065
Low 130-145 130-140 -0-005 0.0% 129-200
Close 130-170 130-255 0-085 0.2% 130-170
Range 0-240 0-145 -0-095 -39.6% 1-185
ATR 0-180 0-177 -0-002 -1.4% 0-000
Volume 1,515,455 875,121 -640,334 -42.3% 6,038,415
Daily Pivots for day following 09-May-2016
Classic Woodie Camarilla DeMark
R4 132-022 131-283 131-015
R3 131-197 131-138 130-295
R2 131-052 131-052 130-282
R1 130-313 130-313 130-268 131-022
PP 130-227 130-227 130-227 130-241
S1 130-168 130-168 130-242 130-198
S2 130-082 130-082 130-228
S3 129-257 130-023 130-215
S4 129-112 129-198 130-175
Weekly Pivots for week ending 06-May-2016
Classic Woodie Camarilla DeMark
R4 135-060 134-140 131-128
R3 133-195 132-275 130-309
R2 132-010 132-010 130-263
R1 131-090 131-090 130-216 131-210
PP 130-145 130-145 130-145 130-205
S1 129-225 129-225 130-124 130-025
S2 128-280 128-280 130-077
S3 127-095 128-040 130-031
S4 125-230 126-175 129-212
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-065 129-205 1-180 1.2% 0-195 0.5% 74% False False 1,204,660
10 131-065 129-020 2-045 1.6% 0-184 0.4% 81% False False 1,209,033
20 131-065 129-020 2-045 1.6% 0-171 0.4% 81% False False 1,129,961
40 131-095 128-015 3-080 2.5% 0-171 0.4% 85% False False 1,038,866
60 131-190 128-015 3-175 2.7% 0-186 0.4% 78% False False 1,010,732
80 132-205 127-085 5-120 4.1% 0-188 0.4% 66% False False 761,699
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 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 132-261
2.618 132-025
1.618 131-200
1.000 131-110
0.618 131-055
HIGH 130-285
0.618 130-230
0.500 130-212
0.382 130-195
LOW 130-140
0.618 130-050
1.000 129-315
1.618 129-225
2.618 129-080
4.250 128-164
Fisher Pivots for day following 09-May-2016
Pivot 1 day 3 day
R1 130-241 130-248
PP 130-227 130-240
S1 130-212 130-232

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

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