ECBOT 10 Year T-Note Future September 2016

Trading Metrics calculated at close of trading on 01-Apr-2016

Day Change Summary
	Previous	Current
	31-Mar-2016	01-Apr-2016	Change	Change %	Previous Week
Open	130-020	130-035	0-015	0.0%	128-310
High	130-090	130-080	-0-010	0.0%	130-090
Low	130-020	130-005	-0-015	0.0%	128-245
Close	130-090	130-060	-0-030	-0.1%	130-060
Range	0-070	0-075	0-005	7.1%	1-165
ATR	0-118	0-116	-0-002	-2.0%	0-000
Volume	29	22	-7	-24.1%	619

Daily Pivots for day following 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-273	130-242	130-101
R3	130-198	130-167	130-081
R2	130-123	130-123	130-074
R1	130-092	130-092	130-067	130-108
PP	130-048	130-048	130-048	130-056
S1	130-017	130-017	130-053	130-032
S2	129-293	129-293	130-046
S3	129-218	129-262	130-039
S4	129-143	129-187	130-019

Weekly Pivots for week ending 01-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-093	133-242	131-007
R3	132-248	132-077	130-193
R2	131-083	131-083	130-149
R1	130-232	130-232	130-104	130-318
PP	129-238	129-238	129-238	129-281
S1	129-067	129-067	130-016	129-152
S2	128-073	128-073	129-291
S3	126-228	127-222	129-247
S4	125-063	126-057	129-113

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%	0-095	0.2%	94%	False	False	123
10	130-090	128-140	1-270	1.4%	0-076	0.2%	95%	False	False	82
20	130-090	127-310	2-100	1.8%	0-042	0.1%	96%	False	False	41
40	130-300	127-310	2-310	2.3%	0-022	0.1%	75%	False	False	20
60	130-300	125-170	5-130	4.2%	0-015	0.0%	86%	False	False	13
80	130-300	124-115	6-185	5.1%	0-011	0.0%	89%	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	0-012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	131-079
2.618	130-276
1.618	130-201
1.000	130-155
0.618	130-126
HIGH	130-080
0.618	130-051
0.500	130-042
0.382	130-034
LOW	130-005
0.618	129-279
1.000	129-250
1.618	129-204
2.618	129-129
4.250	129-006

Fisher Pivots for day following 01-Apr-2016
Pivot	1 day	3 day
R1	130-054	130-046
PP	130-048	130-032
S1	130-042	130-018

Download as Excel Spreadsheet

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

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