ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 02-Mar-2016
Day Change Summary
Previous Current
01-Mar-2016 02-Mar-2016 Change Change % Previous Week
Open 130-175 129-195 -0-300 -0.7% 130-160
High 130-270 129-250 -1-020 -0.8% 131-140
Low 129-180 129-060 -0-120 -0.3% 129-315
Close 129-190 129-110 -0-080 -0.2% 130-120
Range 1-090 0-190 -0-220 -53.7% 1-145
ATR 0-236 0-233 -0-003 -1.4% 0-000
Volume 1,570,795 1,461,747 -109,048 -6.9% 5,809,362
Daily Pivots for day following 02-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-070 130-280 129-214
R3 130-200 130-090 129-162
R2 130-010 130-010 129-145
R1 129-220 129-220 129-127 129-180
PP 129-140 129-140 129-140 129-120
S1 129-030 129-030 129-093 128-310
S2 128-270 128-270 129-075
S3 128-080 128-160 129-058
S4 127-210 127-290 129-006
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-307 134-038 131-056
R3 133-162 132-213 130-248
R2 132-017 132-017 130-205
R1 131-068 131-068 130-163 130-290
PP 130-192 130-192 130-192 130-143
S1 129-243 129-243 130-077 129-145
S2 129-047 129-047 130-035
S3 127-222 128-098 129-312
S4 126-077 126-273 129-184
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-075 129-060 2-015 1.6% 0-193 0.5% 8% False True 1,407,405
10 131-140 129-060 2-080 1.7% 0-208 0.5% 7% False True 1,033,310
20 132-205 129-060 3-145 2.7% 0-238 0.6% 5% False True 536,155
40 132-205 125-195 7-010 5.4% 0-193 0.5% 53% False False 270,580
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-098
2.618 131-107
1.618 130-237
1.000 130-120
0.618 130-047
HIGH 129-250
0.618 129-177
0.500 129-155
0.382 129-133
LOW 129-060
0.618 128-263
1.000 128-190
1.618 128-073
2.618 127-203
4.250 126-212
Fisher Pivots for day following 02-Mar-2016
Pivot 1 day 3 day
R1 129-155 130-005
PP 129-140 129-253
S1 129-125 129-182

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

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