ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 05-Feb-2016

Day Change Summary
	Previous	Current
	04-Feb-2016	05-Feb-2016	Change	Change %	Previous Week
Open	129-165	129-295	0-130	0.3%	129-040
High	129-280	130-030	0-070	0.2%	130-080
Low	129-125	129-145	0-020	0.0%	128-210
Close	129-250	129-280	0-030	0.1%	129-280
Range	0-155	0-205	0-050	32.3%	1-190
ATR	0-182	0-184	0-002	0.9%	0-000
Volume	18,087	11,200	-6,887	-38.1%	79,219

Daily Pivots for day following 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	131-233	131-142	130-073
R3	131-028	130-257	130-016
R2	130-143	130-143	129-318
R1	130-052	130-052	129-299	129-315
PP	129-258	129-258	129-258	129-230
S1	129-167	129-167	129-261	129-110
S2	129-053	129-053	129-242
S3	128-168	128-282	129-224
S4	127-283	128-077	129-167

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	134-120	133-230	130-240
R3	132-250	132-040	130-100
R2	131-060	131-060	130-053
R1	130-170	130-170	130-007	130-275
PP	129-190	129-190	129-190	129-243
S1	128-300	128-300	129-233	129-085
S2	128-000	128-000	129-187
S3	126-130	127-110	129-140
S4	124-260	125-240	129-000

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	130-080	128-210	1-190	1.2%	0-218	0.5%	76%	False	False	15,843
10	130-080	127-240	2-160	1.9%	0-182	0.4%	85%	False	False	11,683
20	130-080	126-135	3-265	2.9%	0-165	0.4%	90%	False	False	7,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0-040
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	132-261
2.618	131-247
1.618	131-042
1.000	130-235
0.618	130-157
HIGH	130-030
0.618	129-272
0.500	129-248
0.382	129-223
LOW	129-145
0.618	129-018
1.000	128-260
1.618	128-133
2.618	127-248
4.250	126-234

Fisher Pivots for day following 05-Feb-2016
Pivot	1 day	3 day
R1	129-269	129-272
PP	129-258	129-263
S1	129-248	129-255

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