ECBOT 10 Year T-Note Future March 2016

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

Day Change Summary
	Previous	Current
	29-Jan-2016	01-Feb-2016	Change	Change %	Previous Week
Open	129-020	129-190	0-170	0.4%	128-100
High	129-220	129-255	0-035	0.1%	129-220
Low	128-310	129-050	0-060	0.1%	128-070
Close	129-185	129-055	-0-130	-0.3%	129-185
Range	0-230	0-205	-0-025	-10.9%	1-150
ATR	0-210	0-210	0-000	-0.2%	0-000
Volume	1,692,523	1,229,545	-462,978	-27.4%	6,437,307

Daily Pivots for day following 01-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-095	130-280	129-168
R3	130-210	130-075	129-111
R2	130-005	130-005	129-093
R1	129-190	129-190	129-074	129-155
PP	129-120	129-120	129-120	129-102
S1	128-305	128-305	129-036	128-270
S2	128-235	128-235	129-017
S3	128-030	128-100	128-319
S4	127-145	127-215	128-262

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-182	133-013	130-124
R3	132-032	131-183	129-314
R2	130-202	130-202	129-271
R1	130-033	130-033	129-228	130-118
PP	129-052	129-052	129-052	129-094
S1	128-203	128-203	129-142	128-288
S2	127-222	127-222	129-099
S3	126-072	127-053	129-056
S4	124-242	125-223	128-246

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	129-255	128-100	1-155	1.1%	0-200	0.5%	58%	True	False	1,360,434
10	129-255	128-005	1-250	1.4%	0-208	0.5%	65%	True	False	1,432,278
20	129-255	125-245	4-010	3.1%	0-228	0.6%	84%	True	False	1,418,608
40	129-255	125-090	4-165	3.5%	0-212	0.5%	86%	True	False	1,132,013
60	129-255	125-010	4-245	3.7%	0-189	0.5%	87%	True	False	889,220
80	129-255	125-010	4-245	3.7%	0-179	0.4%	87%	True	False	667,075
100	129-255	125-010	4-245	3.7%	0-154	0.4%	87%	True	False	533,682
120	129-255	125-010	4-245	3.7%	0-128	0.3%	87%	True	False	444,735

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0-050
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-166
2.618	131-152
1.618	130-267
1.000	130-140
0.618	130-062
HIGH	129-255
0.618	129-177
0.500	129-152
0.382	129-128
LOW	129-050
0.618	128-243
1.000	128-165
1.618	128-038
2.618	127-153
4.250	126-139

Fisher Pivots for day following 01-Feb-2016
Pivot	1 day	3 day
R1	129-152	129-054
PP	129-120	129-053
S1	129-088	129-052

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