ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 14-Mar-2016
Day Change Summary
Previous Current
11-Mar-2016 14-Mar-2016 Change Change % Previous Week
Open 128-200 128-110 -0-090 -0.2% 129-060
High 128-240 128-195 -0-045 -0.1% 129-225
Low 128-065 128-075 0-010 0.0% 128-065
Close 128-110 128-135 0-025 0.1% 128-110
Range 0-175 0-120 -0-055 -31.4% 1-160
ATR 0-221 0-214 -0-007 -3.3% 0-000
Volume 1,102,407 727,102 -375,305 -34.0% 5,841,549
Daily Pivots for day following 14-Mar-2016
Classic Woodie Camarilla DeMark
R4 129-175 129-115 128-201
R3 129-055 128-315 128-168
R2 128-255 128-255 128-157
R1 128-195 128-195 128-146 128-225
PP 128-135 128-135 128-135 128-150
S1 128-075 128-075 128-124 128-105
S2 128-015 128-015 128-113
S3 127-215 127-275 128-102
S4 127-095 127-155 128-069
Weekly Pivots for week ending 11-Mar-2016
Classic Woodie Camarilla DeMark
R4 133-080 132-095 129-054
R3 131-240 130-255 128-242
R2 130-080 130-080 128-198
R1 129-095 129-095 128-154 129-008
PP 128-240 128-240 128-240 128-196
S1 127-255 127-255 128-066 127-168
S2 127-080 127-080 128-022
S3 125-240 126-095 127-298
S4 124-080 124-255 127-166
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-225 128-065 1-160 1.2% 0-205 0.5% 15% False False 1,143,254
10 130-270 128-065 2-205 2.1% 0-213 0.5% 8% False False 1,232,272
20 131-140 128-065 3-075 2.5% 0-205 0.5% 7% False False 988,896
40 132-205 127-165 5-040 4.0% 0-207 0.5% 18% False False 502,656
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-048
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 130-065
2.618 129-189
1.618 129-069
1.000 128-315
0.618 128-269
HIGH 128-195
0.618 128-149
0.500 128-135
0.382 128-121
LOW 128-075
0.618 128-001
1.000 127-275
1.618 127-201
2.618 127-081
4.250 126-205
Fisher Pivots for day following 14-Mar-2016
Pivot 1 day 3 day
R1 128-135 128-255
PP 128-135 128-215
S1 128-135 128-175

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

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