ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 128-200 129-040 0-160 0.4% 127-240
High 129-050 129-090 0-040 0.1% 129-050
Low 128-200 128-210 0-010 0.0% 127-240
Close 129-030 128-220 -0-130 -0.3% 129-030
Range 0-170 0-200 0-030 17.6% 1-130
ATR 0-162 0-165 0-003 1.7% 0-000
Volume 9,897 6,347 -3,550 -35.9% 37,613
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 130-240 130-110 129-010
R3 130-040 129-230 128-275
R2 129-160 129-160 128-257
R1 129-030 129-030 128-238 128-315
PP 128-280 128-280 128-280 128-263
S1 128-150 128-150 128-202 128-115
S2 128-080 128-080 128-183
S3 127-200 127-270 128-165
S4 127-000 127-070 128-110
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 132-283 132-127 129-278
R3 131-153 130-317 129-154
R2 130-023 130-023 129-113
R1 129-187 129-187 129-071 129-265
PP 128-213 128-213 128-213 128-253
S1 128-057 128-057 128-309 128-135
S2 127-083 127-083 128-268
S3 125-273 126-247 128-226
S4 124-143 125-117 128-103
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-090 127-280 1-130 1.1% 0-158 0.4% 58% True False 8,335
10 129-090 127-165 1-245 1.4% 0-158 0.4% 66% True False 6,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-027
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 131-300
2.618 130-294
1.618 130-094
1.000 129-290
0.618 129-214
HIGH 129-090
0.618 129-014
0.500 128-310
0.382 128-286
LOW 128-210
0.618 128-086
1.000 128-010
1.618 127-206
2.618 127-006
4.250 126-000
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 128-310 128-217
PP 128-280 128-213
S1 128-250 128-210

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

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