ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	130-305	130-140	-0-165	-0.4%	130-110
High	131-065	131-035	-0-030	-0.1%	133-015
Low	130-060	130-100	0-040	0.1%	130-055
Close	130-140	130-295	0-155	0.4%	131-020
Range	1-005	0-255	-0-070	-21.5%	2-280
ATR	0-260	0-260	0-000	-0.1%	0-000
Volume	1,483,319	1,335,348	-147,971	-10.0%	9,646,138

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-055	132-270	131-115
R3	132-120	132-015	131-045
R2	131-185	131-185	131-022
R1	131-080	131-080	130-318	131-132
PP	130-250	130-250	130-250	130-276
S1	130-145	130-145	130-272	130-198
S2	129-315	129-315	130-248
S3	129-060	129-210	130-225
S4	128-125	128-275	130-155

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	130-060	2-275	2.2%	0-305	0.7%	26%	False	False	1,719,203
10	133-015	129-270	3-065	2.4%	0-284	0.7%	34%	False	False	1,759,214
20	133-015	128-025	4-310	3.8%	0-251	0.6%	57%	False	False	1,588,428
40	133-015	125-140	7-195	5.8%	0-228	0.5%	72%	False	False	1,330,987
60	133-015	125-090	7-245	5.9%	0-218	0.5%	73%	False	False	1,234,865
80	133-015	125-010	8-005	6.1%	0-201	0.5%	73%	False	False	929,656
100	133-015	125-010	8-005	6.1%	0-188	0.4%	73%	False	False	743,797
120	133-015	125-010	8-005	6.1%	0-157	0.4%	73%	False	False	619,830

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	0-061
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	134-159
2.618	133-063
1.618	132-128
1.000	131-290
0.618	131-193
HIGH	131-035
0.618	130-258
0.500	130-228
0.382	130-197
LOW	130-100
0.618	129-262
1.000	129-165
1.618	129-007
2.618	128-072
4.250	126-296

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	130-272	130-271
PP	130-250	130-247
S1	130-228	130-222

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