ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 05-Jan-2016
Day Change Summary
Previous Current
04-Jan-2016 05-Jan-2016 Change Change % Previous Week
Open 125-280 126-050 0-090 0.2% 126-030
High 126-180 126-140 -0-040 -0.1% 126-130
Low 125-245 126-005 0-080 0.2% 125-140
Close 126-050 126-080 0-030 0.1% 125-290
Range 0-255 0-135 -0-120 -47.1% 0-310
ATR 0-176 0-173 -0-003 -1.7% 0-000
Volume 1,118,698 950,146 -168,552 -15.1% 2,113,368
Daily Pivots for day following 05-Jan-2016
Classic Woodie Camarilla DeMark
R4 127-160 127-095 126-154
R3 127-025 126-280 126-117
R2 126-210 126-210 126-105
R1 126-145 126-145 126-092 126-178
PP 126-075 126-075 126-075 126-091
S1 126-010 126-010 126-068 126-042
S2 125-260 125-260 126-055
S3 125-125 125-195 126-043
S4 124-310 125-060 126-006
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 128-263 128-107 126-140
R3 127-273 127-117 126-055
R2 126-283 126-283 126-027
R1 126-127 126-127 125-318 126-050
PP 125-293 125-293 125-293 125-255
S1 125-137 125-137 125-262 125-060
S2 124-303 124-303 125-233
S3 123-313 124-147 125-205
S4 123-003 123-157 125-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-140 1-040 0.9% 0-174 0.4% 72% False False 770,901
10 126-240 125-140 1-100 1.0% 0-150 0.4% 62% False False 592,469
20 127-100 125-125 1-295 1.5% 0-180 0.4% 45% False False 792,045
40 127-100 125-010 2-090 1.8% 0-173 0.4% 53% False False 676,247
60 129-095 125-010 4-085 3.4% 0-163 0.4% 29% False False 451,045
80 129-195 125-010 4-185 3.6% 0-140 0.3% 27% False False 338,311
100 129-195 125-010 4-185 3.6% 0-112 0.3% 27% False False 270,649
120 129-195 124-175 5-020 4.0% 0-093 0.2% 34% False False 225,541
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 128-074
2.618 127-173
1.618 127-038
1.000 126-275
0.618 126-223
HIGH 126-140
0.618 126-088
0.500 126-072
0.382 126-057
LOW 126-005
0.618 125-242
1.000 125-190
1.618 125-107
2.618 124-292
4.250 124-071
Fisher Pivots for day following 05-Jan-2016
Pivot 1 day 3 day
R1 126-078 126-063
PP 126-075 126-047
S1 126-072 126-030

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

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