ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 08-Mar-2016
Day Change Summary
Previous Current
07-Mar-2016 08-Mar-2016 Change Change % Previous Week
Open 129-060 128-305 -0-075 -0.2% 130-125
High 129-075 129-225 0-150 0.4% 130-270
Low 128-265 128-290 0-025 0.1% 128-295
Close 128-295 129-160 0-185 0.4% 129-030
Range 0-130 0-255 0-125 96.2% 1-295
ATR 0-220 0-223 0-002 1.1% 0-000
Volume 852,377 1,139,012 286,635 33.6% 7,022,216
Daily Pivots for day following 08-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-243 131-137 129-300
R3 130-308 130-202 129-230
R2 130-053 130-053 129-207
R1 129-267 129-267 129-183 130-000
PP 129-118 129-118 129-118 129-145
S1 129-012 129-012 129-137 129-065
S2 128-183 128-183 129-113
S3 127-248 128-077 129-090
S4 126-313 127-142 129-020
Weekly Pivots for week ending 04-Mar-2016
Classic Woodie Camarilla DeMark
R4 135-123 134-052 130-048
R3 133-148 132-077 129-199
R2 131-173 131-173 129-143
R1 130-102 130-102 129-086 129-310
PP 129-198 129-198 129-198 129-142
S1 128-127 128-127 128-294 128-015
S2 127-223 127-223 128-237
S3 125-248 126-152 128-181
S4 123-273 124-177 128-012
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-250 128-265 0-305 0.7% 0-190 0.5% 70% False False 1,234,932
10 131-140 128-265 2-195 2.0% 0-202 0.5% 26% False False 1,317,076
20 132-205 128-265 3-260 2.9% 0-226 0.5% 18% False False 768,640
40 132-205 126-135 6-070 4.8% 0-204 0.5% 49% False False 388,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 133-029
2.618 131-253
1.618 130-318
1.000 130-160
0.618 130-063
HIGH 129-225
0.618 129-128
0.500 129-098
0.382 129-067
LOW 128-290
0.618 128-132
1.000 128-035
1.618 127-197
2.618 126-262
4.250 125-166
Fisher Pivots for day following 08-Mar-2016
Pivot 1 day 3 day
R1 129-139 129-135
PP 129-118 129-110
S1 129-098 129-085

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

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