ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 12-Feb-2016
Day Change Summary
Previous Current
11-Feb-2016 12-Feb-2016 Change Change % Previous Week
Open 131-240 131-270 0-030 0.1% 130-110
High 133-015 132-000 -1-015 -0.8% 133-015
Low 131-215 130-305 -0-230 -0.5% 130-055
Close 132-010 131-020 -0-310 -0.7% 131-020
Range 1-120 1-015 -0-105 -23.9% 2-280
ATR 0-256 0-262 0-006 2.5% 0-000
Volume 2,468,876 1,727,313 -741,563 -30.0% 9,646,138
Daily Pivots for day following 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-153 133-262 131-204
R3 133-138 132-247 131-112
R2 132-123 132-123 131-081
R1 131-232 131-232 131-051 131-170
PP 131-108 131-108 131-108 131-078
S1 130-217 130-217 130-309 130-155
S2 130-093 130-093 130-279
S3 129-078 129-202 130-248
S4 128-063 128-187 130-156
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 140-017 138-138 132-206
R3 137-057 135-178 131-273
R2 134-097 134-097 131-189
R1 132-218 132-218 131-104 133-158
PP 131-137 131-137 131-137 131-266
S1 129-258 129-258 130-256 130-198
S2 128-177 128-177 130-171
S3 125-217 126-298 130-087
S4 122-257 124-018 129-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-015 130-055 2-280 2.2% 1-010 0.8% 31% False False 1,929,227
10 133-015 129-050 3-285 3.0% 0-290 0.7% 49% False False 1,784,116
20 133-015 127-260 5-075 4.0% 0-256 0.6% 62% False False 1,637,551
40 133-015 125-125 7-210 5.8% 0-224 0.5% 74% False False 1,290,294
60 133-015 125-090 7-245 5.9% 0-212 0.5% 74% False False 1,164,499
80 133-015 125-010 8-005 6.1% 0-197 0.5% 75% False False 874,690
100 133-015 125-010 8-005 6.1% 0-181 0.4% 75% False False 699,798
120 133-015 125-010 8-005 6.1% 0-151 0.4% 75% False False 583,165
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 0-062
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 136-144
2.618 134-237
1.618 133-222
1.000 133-015
0.618 132-207
HIGH 132-000
0.618 131-192
0.500 131-152
0.382 131-113
LOW 130-305
0.618 130-098
1.000 129-290
1.618 129-083
2.618 128-068
4.250 126-161
Fisher Pivots for day following 12-Feb-2016
Pivot 1 day 3 day
R1 131-152 131-312
PP 131-108 131-215
S1 131-064 131-118

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

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