ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 16-Feb-2016
Day Change Summary
Previous Current
12-Feb-2016 16-Feb-2016 Change Change % Previous Week
Open 131-165 130-205 -0-280 -0.7% 129-290
High 131-190 130-250 -0-260 -0.6% 132-205
Low 130-200 130-080 -0-120 -0.3% 129-235
Close 130-220 130-175 -0-045 -0.1% 130-220
Range 0-310 0-170 -0-140 -45.2% 2-290
ATR 0-230 0-225 -0-004 -1.9% 0-000
Volume 38,481 53,526 15,045 39.1% 186,119
Daily Pivots for day following 16-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-038 131-277 130-269
R3 131-188 131-107 130-222
R2 131-018 131-018 130-206
R1 130-257 130-257 130-191 130-213
PP 130-168 130-168 130-168 130-146
S1 130-087 130-087 130-159 130-042
S2 129-318 129-318 130-144
S3 129-148 129-237 130-128
S4 128-298 129-067 130-081
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 139-237 138-038 132-091
R3 136-267 135-068 131-156
R2 133-297 133-297 131-070
R1 132-098 132-098 130-305 133-037
PP 131-007 131-007 131-007 131-136
S1 129-128 129-128 130-135 130-068
S2 128-037 128-037 130-050
S3 125-067 126-158 129-284
S4 122-097 123-188 129-029
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 132-205 130-080 2-125 1.8% 0-273 0.7% 12% False True 45,135
10 132-205 128-300 3-225 2.8% 0-261 0.6% 43% False False 31,251
20 132-205 127-165 5-040 3.9% 0-209 0.5% 59% False False 18,948
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0-054
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 133-013
2.618 132-055
1.618 131-205
1.000 131-100
0.618 131-035
HIGH 130-250
0.618 130-185
0.500 130-165
0.382 130-145
LOW 130-080
0.618 129-295
1.000 129-230
1.618 129-125
2.618 128-275
4.250 127-317
Fisher Pivots for day following 16-Feb-2016
Pivot 1 day 3 day
R1 130-172 131-142
PP 130-168 131-047
S1 130-165 130-271

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

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