ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 23-Mar-2016
Day Change Summary
Previous Current
22-Mar-2016 23-Mar-2016 Change Change % Previous Week
Open 128-150 128-235 0-085 0.2% 128-015
High 128-185 129-035 0-170 0.4% 129-010
Low 128-140 128-235 0-095 0.2% 128-010
Close 128-175 129-035 0-180 0.4% 129-010
Range 0-045 0-120 0-075 166.7% 1-000
ATR 0-113 0-118 0-005 4.2% 0-000
Volume 177 5 -172 -97.2% 1
Daily Pivots for day following 23-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-035 129-315 129-101
R3 129-235 129-195 129-068
R2 129-115 129-115 129-057
R1 129-075 129-075 129-046 129-095
PP 128-315 128-315 128-315 129-005
S1 128-275 128-275 129-024 128-295
S2 128-195 128-195 129-013
S3 128-075 128-155 129-002
S4 127-275 128-035 128-289
Weekly Pivots for week ending 18-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-223 131-117 129-186
R3 130-223 130-117 129-098
R2 129-223 129-223 129-069
R1 129-117 129-117 129-039 129-170
PP 128-223 128-223 128-223 128-250
S1 128-117 128-117 128-301 128-170
S2 127-223 127-223 128-271
S3 126-223 127-117 128-242
S4 125-223 126-117 128-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-035 128-140 0-215 0.5% 0-064 0.2% 100% True False 37
10 129-035 127-310 1-045 0.9% 0-032 0.1% 100% True False 18
20 130-120 127-310 2-130 1.9% 0-019 0.0% 47% False False 9
40 130-300 127-205 3-095 2.6% 0-009 0.0% 45% False False 4
60 130-300 124-115 6-185 5.1% 0-006 0.0% 72% False False 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-001
Widest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 130-225
2.618 130-029
1.618 129-229
1.000 129-155
0.618 129-109
HIGH 129-035
0.618 128-309
0.500 128-295
0.382 128-281
LOW 128-235
0.618 128-161
1.000 128-115
1.618 128-041
2.618 127-241
4.250 127-045
Fisher Pivots for day following 23-Mar-2016
Pivot 1 day 3 day
R1 129-015 128-319
PP 128-315 128-283
S1 128-295 128-248

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

View Archives - Comment on this page... - Back to Index of Symbols