ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 21-Jan-2016
Day Change Summary
Previous Current
20-Jan-2016 21-Jan-2016 Change Change % Previous Week
Open 128-085 128-275 0-190 0.5% 127-170
High 129-080 129-055 -0-025 -0.1% 128-290
Low 128-080 128-160 0-080 0.2% 126-315
Close 128-280 128-215 -0-065 -0.2% 128-145
Range 1-000 0-215 -0-105 -32.8% 1-295
ATR 0-220 0-219 0-000 -0.2% 0-000
Volume 1,996,094 1,841,733 -154,361 -7.7% 7,707,914
Daily Pivots for day following 21-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-255 130-130 129-013
R3 130-040 129-235 128-274
R2 129-145 129-145 128-254
R1 129-020 129-020 128-235 128-295
PP 128-250 128-250 128-250 128-228
S1 128-125 128-125 128-195 128-080
S2 128-035 128-035 128-176
S3 127-140 127-230 128-156
S4 126-245 127-015 128-097
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 133-282 133-028 129-163
R3 131-307 131-053 128-314
R2 130-012 130-012 128-258
R1 129-078 129-078 128-201 129-205
PP 128-037 128-037 128-037 128-100
S1 127-103 127-103 128-089 127-230
S2 126-062 126-062 128-032
S3 124-087 125-128 127-296
S4 122-112 123-153 127-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-080 127-200 1-200 1.3% 0-252 0.6% 64% False False 1,754,626
10 129-080 126-185 2-215 2.1% 0-258 0.6% 78% False False 1,622,313
20 129-080 125-140 3-260 3.0% 0-207 0.5% 85% False False 1,137,145
40 129-080 125-090 3-310 3.1% 0-204 0.5% 85% False False 1,096,963
60 129-080 125-010 4-070 3.3% 0-186 0.5% 86% False False 740,761
80 129-195 125-010 4-185 3.6% 0-174 0.4% 80% False False 555,660
100 129-195 125-010 4-185 3.6% 0-140 0.3% 80% False False 444,528
120 129-195 125-010 4-185 3.6% 0-117 0.3% 80% False False 370,440
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 0-065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-009
2.618 130-298
1.618 130-083
1.000 129-270
0.618 129-188
HIGH 129-055
0.618 128-293
0.500 128-268
0.382 128-242
LOW 128-160
0.618 128-027
1.000 127-265
1.618 127-132
2.618 126-237
4.250 125-206
Fisher Pivots for day following 21-Jan-2016
Pivot 1 day 3 day
R1 128-268 128-211
PP 128-250 128-207
S1 128-232 128-202

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

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