ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 19-Feb-2016
Day Change Summary
Previous Current
18-Feb-2016 19-Feb-2016 Change Change % Previous Week
Open 130-140 131-030 0-210 0.5% 130-315
High 131-035 131-090 0-055 0.1% 131-090
Low 130-100 130-205 0-105 0.3% 130-060
Close 130-295 130-290 -0-005 0.0% 130-290
Range 0-255 0-205 -0-050 -19.6% 1-030
ATR 0-260 0-256 -0-004 -1.5% 0-000
Volume 1,335,348 1,320,422 -14,926 -1.1% 5,720,249
Daily Pivots for day following 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-277 132-168 131-083
R3 132-072 131-283 131-026
R2 131-187 131-187 131-008
R1 131-078 131-078 130-309 131-030
PP 130-302 130-302 130-302 130-278
S1 130-193 130-193 130-271 130-145
S2 130-097 130-097 130-252
S3 129-212 129-308 130-234
S4 129-007 129-103 130-177
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-023 133-187 131-162
R3 132-313 132-157 131-066
R2 131-283 131-283 131-034
R1 131-127 131-127 131-002 131-030
PP 130-253 130-253 130-253 130-205
S1 130-097 130-097 130-258 130-000
S2 129-223 129-223 130-226
S3 128-193 129-067 130-194
S4 127-163 128-037 130-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-000 130-060 1-260 1.4% 0-258 0.6% 40% False False 1,489,512
10 133-015 129-295 3-040 2.4% 0-285 0.7% 32% False False 1,720,367
20 133-015 128-025 4-310 3.8% 0-251 0.6% 57% False False 1,562,362
40 133-015 125-140 7-195 5.8% 0-229 0.5% 72% False False 1,349,754
60 133-015 125-090 7-245 5.9% 0-219 0.5% 72% False False 1,252,096
80 133-015 125-010 8-005 6.1% 0-202 0.5% 73% False False 946,161
100 133-015 125-010 8-005 6.1% 0-189 0.5% 73% False False 757,001
120 133-015 125-010 8-005 6.1% 0-158 0.4% 73% False False 630,834
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 3 trading days
Fibonacci Retracements and Extensions
4.250 134-001
2.618 132-307
1.618 132-102
1.000 131-295
0.618 131-217
HIGH 131-090
0.618 131-012
0.500 130-308
0.382 130-283
LOW 130-205
0.618 130-078
1.000 130-000
1.618 129-193
2.618 128-308
4.250 127-294
Fisher Pivots for day following 19-Feb-2016
Pivot 1 day 3 day
R1 130-308 130-272
PP 130-302 130-253
S1 130-296 130-235

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

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