ECBOT 10 Year T-Note Future March 2016

Trading Metrics calculated at close of trading on 07-Mar-2016

Day Change Summary
	Previous	Current
	04-Mar-2016	07-Mar-2016	Change	Change %	Previous Week
Open	129-265	129-185	-0-080	-0.2%	130-250
High	130-015	129-185	-0-150	-0.4%	131-070
Low	129-110	129-085	-0-025	-0.1%	129-110
Close	129-160	129-110	-0-050	-0.1%	129-160
Range	0-225	0-100	-0-125	-55.6%	1-280
ATR	0-236	0-226	-0-010	-4.1%	0-000
Volume	46,711	44,401	-2,310	-4.9%	584,109

Daily Pivots for day following 07-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-107	130-048	129-165
R3	130-007	129-268	129-138
R2	129-227	129-227	129-128
R1	129-168	129-168	129-119	129-148
PP	129-127	129-127	129-127	129-116
S1	129-068	129-068	129-101	129-048
S2	129-027	129-027	129-092
S3	128-247	128-288	129-082
S4	128-147	128-188	129-055

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	135-207	134-143	130-170
R3	133-247	132-183	130-005
R2	131-287	131-287	129-270
R1	130-223	130-223	129-215	130-115
PP	130-007	130-007	130-007	129-272
S1	128-263	128-263	129-105	128-155
S2	128-047	128-047	129-050
S3	126-087	126-303	128-315
S4	124-127	125-023	128-150

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	131-070	129-085	1-305	1.5%	0-208	0.5%	4%	False	True	72,859
10	131-255	129-085	2-170	2.0%	0-194	0.5%	3%	False	True	915,665
20	133-015	129-085	3-250	2.9%	0-233	0.6%	2%	False	True	1,288,826
40	133-015	126-185	6-150	5.0%	0-236	0.6%	43%	False	False	1,410,746
60	133-015	125-125	7-210	5.9%	0-219	0.5%	52%	False	False	1,216,582
80	133-015	125-090	7-245	6.0%	0-204	0.5%	52%	False	False	1,076,190
100	133-015	125-010	8-005	6.2%	0-194	0.5%	54%	False	False	861,080
120	133-015	125-010	8-005	6.2%	0-176	0.4%	54%	False	False	717,585

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-036
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	130-290
2.618	130-127
1.618	130-027
1.000	129-285
0.618	129-247
HIGH	129-185
0.618	129-147
0.500	129-135
0.382	129-123
LOW	129-085
0.618	129-023
1.000	128-305
1.618	128-243
2.618	128-143
4.250	127-300

Fisher Pivots for day following 07-Mar-2016
Pivot	1 day	3 day
R1	129-135	129-210
PP	129-127	129-177
S1	129-118	129-143

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