ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 128-060 128-120 0-060 0.1% 127-245
High 128-105 128-130 0-025 0.1% 128-215
Low 128-010 127-280 -0-050 -0.1% 127-165
Close 128-100 128-115 0-015 0.0% 127-280
Range 0-095 0-170 0-075 79.0% 1-050
ATR 0-158 0-159 0-001 0.5% 0-000
Volume 3,205 7,757 4,552 142.0% 22,488
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 129-258 129-197 128-209
R3 129-088 129-027 128-162
R2 128-238 128-238 128-146
R1 128-177 128-177 128-131 128-123
PP 128-068 128-068 128-068 128-041
S1 128-007 128-007 128-099 127-272
S2 127-218 127-218 128-084
S3 127-048 127-157 128-068
S4 126-198 126-307 128-021
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 131-157 130-268 128-164
R3 130-107 129-218 128-062
R2 129-057 129-057 128-028
R1 128-168 128-168 127-314 128-273
PP 128-007 128-007 128-007 128-059
S1 127-118 127-118 127-246 127-222
S2 126-277 126-277 127-212
S3 125-227 126-068 127-178
S4 124-177 125-018 127-076
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-210 127-230 0-300 0.7% 0-143 0.3% 68% False False 3,402
10 128-215 127-000 1-215 1.3% 0-144 0.4% 81% False False 4,287
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 0-020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 130-213
2.618 129-255
1.618 129-085
1.000 128-300
0.618 128-235
HIGH 128-130
0.618 128-065
0.500 128-045
0.382 128-025
LOW 127-280
0.618 127-175
1.000 127-110
1.618 127-005
2.618 126-155
4.250 125-197
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 128-092 128-085
PP 128-068 128-055
S1 128-045 128-025

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

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