ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 129-265 130-020 0-075 0.2% 129-000
High 129-280 130-090 0-130 0.3% 129-035
Low 129-265 130-020 0-075 0.2% 128-140
Close 129-280 130-090 0-130 0.3% 128-315
Range 0-015 0-070 0-055 366.5% 0-215
ATR 0-117 0-118 0-001 0.8% 0-000
Volume 1 29 28 2,800.0% 205
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-277 130-253 130-129
R3 130-207 130-183 130-109
R2 130-137 130-137 130-103
R1 130-113 130-113 130-096 130-125
PP 130-067 130-067 130-067 130-073
S1 130-043 130-043 130-084 130-055
S2 129-317 129-317 130-077
S3 129-247 129-293 130-071
S4 129-177 129-223 130-052
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-275 130-190 129-113
R3 130-060 129-295 129-054
R2 129-165 129-165 129-034
R1 129-080 129-080 129-015 129-015
PP 128-270 128-270 128-270 128-238
S1 128-185 128-185 128-295 128-120
S2 128-055 128-055 128-276
S3 127-160 127-290 128-256
S4 126-265 127-075 128-197
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-090 128-245 1-165 1.2% 0-089 0.2% 100% True False 122
10 130-090 128-140 1-270 1.4% 0-076 0.2% 100% True False 80
20 130-090 127-310 2-100 1.8% 0-038 0.1% 100% True False 40
40 130-300 127-310 2-310 2.3% 0-021 0.0% 78% False False 20
60 130-300 124-285 6-015 4.6% 0-014 0.0% 89% False False 13
80 130-300 124-075 6-225 5.1% 0-010 0.0% 90% False False 10
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 0-009
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-068
2.618 130-273
1.618 130-203
1.000 130-160
0.618 130-133
HIGH 130-090
0.618 130-063
0.500 130-055
0.382 130-047
LOW 130-020
0.618 129-297
1.000 129-270
1.618 129-227
2.618 129-157
4.250 129-042
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 130-078 130-042
PP 130-067 129-313
S1 130-055 129-265

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

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