ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 23-Feb-2016
Day Change Summary
Previous Current
22-Feb-2016 23-Feb-2016 Change Change % Previous Week
Open 130-275 130-275 0-000 0.0% 130-315
High 130-300 131-055 0-075 0.2% 131-090
Low 130-180 130-115 -0-065 -0.2% 130-060
Close 130-250 130-300 0-050 0.1% 130-290
Range 0-120 0-260 0-140 116.7% 1-030
ATR 0-246 0-247 0-001 0.4% 0-000
Volume 1,253,494 2,434,982 1,181,488 94.3% 5,720,249
Daily Pivots for day following 23-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-083 132-292 131-123
R3 132-143 132-032 131-052
R2 131-203 131-203 131-028
R1 131-092 131-092 131-004 131-148
PP 130-263 130-263 130-263 130-291
S1 130-152 130-152 130-276 130-208
S2 130-003 130-003 130-252
S3 129-063 129-212 130-228
S4 128-123 128-272 130-157
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
5 131-090 130-060 1-030 0.8% 0-233 0.6% 69% False False 1,565,513
10 133-015 130-060 2-275 2.2% 0-262 0.6% 26% False False 1,737,978
20 133-015 128-100 4-235 3.6% 0-252 0.6% 55% False False 1,641,126
40 133-015 125-140 7-195 5.8% 0-232 0.6% 72% False False 1,417,150
60 133-015 125-090 7-245 5.9% 0-221 0.5% 73% False False 1,271,964
80 133-015 125-010 8-005 6.1% 0-204 0.5% 74% False False 992,198
100 133-015 125-010 8-005 6.1% 0-192 0.5% 74% False False 793,884
120 133-015 125-010 8-005 6.1% 0-162 0.4% 74% False False 661,571
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 134-200
2.618 133-096
1.618 132-156
1.000 131-315
0.618 131-216
HIGH 131-055
0.618 130-276
0.500 130-245
0.382 130-214
LOW 130-115
0.618 129-274
1.000 129-175
1.618 129-014
2.618 128-074
4.250 126-290
Fisher Pivots for day following 23-Feb-2016
Pivot 1 day 3 day
R1 130-282 130-288
PP 130-263 130-275
S1 130-245 130-262

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

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