ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 04-Feb-2016
Day Change Summary
Previous Current
03-Feb-2016 04-Feb-2016 Change Change % Previous Week
Open 130-060 130-000 -0-060 -0.1% 128-100
High 130-240 130-145 -0-095 -0.2% 129-220
Low 129-260 129-270 0-010 0.0% 128-070
Close 130-005 130-085 0-080 0.2% 129-185
Range 0-300 0-195 -0-105 -35.0% 1-150
ATR 0-225 0-223 -0-002 -0.9% 0-000
Volume 1,998,839 1,708,898 -289,941 -14.5% 6,437,307
Daily Pivots for day following 04-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-005 131-240 130-192
R3 131-130 131-045 130-139
R2 130-255 130-255 130-121
R1 130-170 130-170 130-103 130-212
PP 130-060 130-060 130-060 130-081
S1 129-295 129-295 130-067 130-018
S2 129-185 129-185 130-049
S3 128-310 129-100 130-031
S4 128-115 128-225 129-298
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
5 130-240 128-310 1-250 1.4% 0-247 0.6% 73% False False 1,610,053
10 130-240 128-025 2-215 2.1% 0-216 0.5% 82% False False 1,404,358
20 130-240 126-185 4-055 3.2% 0-238 0.6% 88% False False 1,513,335
40 130-240 125-125 5-115 4.1% 0-209 0.5% 91% False False 1,159,736
60 130-240 125-010 5-230 4.4% 0-192 0.5% 92% False False 974,690
80 130-240 125-010 5-230 4.4% 0-183 0.4% 92% False False 731,178
100 130-240 125-010 5-230 4.4% 0-162 0.4% 92% False False 584,964
120 130-240 125-010 5-230 4.4% 0-135 0.3% 92% False False 487,470
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-014
2.618 132-016
1.618 131-141
1.000 131-020
0.618 130-266
HIGH 130-145
0.618 130-071
0.500 130-048
0.382 130-024
LOW 129-270
0.618 129-149
1.000 129-075
1.618 128-274
2.618 128-079
4.250 127-081
Fisher Pivots for day following 04-Feb-2016
Pivot 1 day 3 day
R1 130-072 130-058
PP 130-060 130-030
S1 130-048 130-002

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

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