ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 17-Mar-2016
Day Change Summary
Previous Current
16-Mar-2016 17-Mar-2016 Change Change % Previous Week
Open 128-105 129-010 0-225 0.5% 129-060
High 129-025 129-170 0-145 0.4% 129-225
Low 128-015 129-000 0-305 0.7% 128-065
Close 128-270 129-035 0-085 0.2% 128-110
Range 1-010 0-170 -0-160 -48.5% 1-160
ATR 0-219 0-219 0-000 0.0% 0-000
Volume 1,330,804 1,259,842 -70,962 -5.3% 5,841,549
Daily Pivots for day following 17-Mar-2016
Classic Woodie Camarilla DeMark
R4 130-258 130-157 129-128
R3 130-088 129-307 129-082
R2 129-238 129-238 129-066
R1 129-137 129-137 129-051 129-188
PP 129-068 129-068 129-068 129-094
S1 128-287 128-287 129-019 129-018
S2 128-218 128-218 129-004
S3 128-048 128-117 128-308
S4 127-198 127-267 128-262
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
5 129-170 128-015 1-155 1.1% 0-192 0.5% 72% True False 1,067,992
10 129-225 128-015 1-210 1.3% 0-206 0.5% 64% False False 1,166,320
20 131-140 128-015 3-125 2.6% 0-201 0.5% 31% False False 1,151,366
40 132-205 127-230 4-295 3.8% 0-211 0.5% 28% False False 589,877
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 0-040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 131-252
2.618 130-295
1.618 130-125
1.000 130-020
0.618 129-275
HIGH 129-170
0.618 129-105
0.500 129-085
0.382 129-065
LOW 129-000
0.618 128-215
1.000 128-150
1.618 128-045
2.618 127-195
4.250 126-238
Fisher Pivots for day following 17-Mar-2016
Pivot 1 day 3 day
R1 129-085 129-001
PP 129-068 128-287
S1 129-052 128-252

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

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