ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 131-270 130-315 -0-275 -0.7% 130-110
High 132-000 131-050 -0-270 -0.6% 133-015
Low 130-305 130-200 -0-105 -0.3% 130-055
Close 131-020 130-290 -0-050 -0.1% 131-020
Range 1-015 0-170 -0-165 -49.3% 2-280
ATR 0-262 0-255 -0-007 -2.5% 0-000
Volume 1,727,313 1,581,160 -146,153 -8.5% 9,646,138
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-157 132-073 131-064
R3 131-307 131-223 131-017
R2 131-137 131-137 131-001
R1 131-053 131-053 130-306 131-010
PP 130-287 130-287 130-287 130-265
S1 130-203 130-203 130-274 130-160
S2 130-117 130-117 130-259
S3 129-267 130-033 130-243
S4 129-097 129-183 130-196
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
5 133-015 130-200 2-135 1.9% 0-291 0.7% 12% False True 1,910,443
10 133-015 129-085 3-250 2.9% 0-286 0.7% 43% False False 1,819,278
20 133-015 128-005 5-010 3.8% 0-248 0.6% 57% False False 1,625,778
40 133-015 125-140 7-195 5.8% 0-222 0.5% 72% False False 1,304,676
60 133-015 125-090 7-245 5.9% 0-212 0.5% 72% False False 1,190,072
80 133-015 125-010 8-005 6.1% 0-196 0.5% 73% False False 894,455
100 133-015 125-010 8-005 6.1% 0-182 0.4% 73% False False 715,610
120 133-015 125-010 8-005 6.1% 0-152 0.4% 73% False False 596,341
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15 trading days
Fibonacci Retracements and Extensions
4.250 133-132
2.618 132-175
1.618 132-005
1.000 131-220
0.618 131-155
HIGH 131-050
0.618 130-305
0.500 130-285
0.382 130-265
LOW 130-200
0.618 130-095
1.000 130-030
1.618 129-245
2.618 129-075
4.250 128-118
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 130-288 131-268
PP 130-287 131-168
S1 130-285 131-069

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

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