ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 26-May-2016
Day Change Summary
Previous Current
25-May-2016 26-May-2016 Change Change % Previous Week
Open 129-170 129-150 -0-020 0.0% 131-010
High 129-195 129-290 0-095 0.2% 131-035
Low 129-105 129-140 0-035 0.1% 129-100
Close 129-150 129-285 0-135 0.3% 129-225
Range 0-090 0-150 0-060 66.7% 1-255
ATR 0-159 0-158 -0-001 -0.4% 0-000
Volume 1,980,645 1,737,088 -243,557 -12.3% 6,504,728
Daily Pivots for day following 26-May-2016
Classic Woodie Camarilla DeMark
R4 131-048 130-317 130-048
R3 130-218 130-167 130-006
R2 130-068 130-068 129-312
R1 130-017 130-017 129-299 130-042
PP 129-238 129-238 129-238 129-251
S1 129-187 129-187 129-271 129-212
S2 129-088 129-088 129-258
S3 128-258 129-037 129-244
S4 128-108 128-207 129-202
Weekly Pivots for week ending 20-May-2016
Classic Woodie Camarilla DeMark
R4 135-138 134-117 130-221
R3 133-203 132-182 130-063
R2 131-268 131-268 130-010
R1 130-247 130-247 129-278 130-130
PP 130-013 130-013 130-013 129-275
S1 128-312 128-312 129-172 128-195
S2 128-078 128-078 129-120
S3 126-143 127-057 129-067
S4 124-208 125-122 128-229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-300 129-105 0-195 0.5% 0-120 0.3% 92% False False 1,472,226
10 131-035 129-100 1-255 1.4% 0-154 0.4% 32% False False 1,424,743
20 131-065 129-100 1-285 1.5% 0-161 0.4% 31% False False 1,297,267
40 131-095 129-020 2-075 1.7% 0-158 0.4% 37% False False 1,167,431
60 131-095 128-015 3-080 2.5% 0-169 0.4% 57% False False 1,127,545
80 132-205 128-015 4-190 3.5% 0-187 0.4% 40% False False 979,698
100 132-205 125-195 7-010 5.4% 0-179 0.4% 61% False False 784,759
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-288
2.618 131-043
1.618 130-213
1.000 130-120
0.618 130-063
HIGH 129-290
0.618 129-233
0.500 129-215
0.382 129-197
LOW 129-140
0.618 129-047
1.000 128-310
1.618 128-217
2.618 128-067
4.250 127-142
Fisher Pivots for day following 26-May-2016
Pivot 1 day 3 day
R1 129-262 129-256
PP 129-238 129-227
S1 129-215 129-198

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

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