ECBOT 10 Year T-Note Future June 2016

Trading Metrics calculated at close of trading on 22-Mar-2016

Day Change Summary
	Previous	Current
	21-Mar-2016	22-Mar-2016	Change	Change %	Previous Week
Open	129-125	129-005	-0-120	-0.3%	128-110
High	129-150	129-120	-0-030	-0.1%	129-170
Low	129-000	128-225	-0-095	-0.2%	128-015
Close	129-005	128-255	-0-070	-0.2%	129-130
Range	0-150	0-215	0-065	43.3%	1-155
ATR	0-208	0-208	0-001	0.3%	0-000
Volume	780,943	1,050,855	269,912	34.6%	5,188,179

Daily Pivots for day following 22-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	130-312	130-178	129-053
R3	130-097	129-283	128-314
R2	129-202	129-202	128-294
R1	129-068	129-068	128-275	129-028
PP	128-307	128-307	128-307	128-286
S1	128-173	128-173	128-235	128-132
S2	128-092	128-092	128-216
S3	127-197	127-278	128-196
S4	126-302	127-063	128-137

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	133-143	132-292	130-071
R3	131-308	131-137	129-261
R2	130-153	130-153	129-217
R1	129-302	129-302	129-174	130-068
PP	128-318	128-318	128-318	129-041
S1	128-147	128-147	129-086	128-232
S2	127-163	127-163	129-043
S3	126-008	126-312	128-319
S4	124-173	125-157	128-189

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	1.2%	0-197	0.5%	51%	False	False	1,074,613
10	129-185	128-015	1-170	1.2%	0-192	0.5%	49%	False	False	1,087,013
20	131-140	128-015	3-125	2.6%	0-197	0.5%	22%	False	False	1,202,044
40	132-205	127-280	4-245	3.7%	0-212	0.5%	19%	False	False	659,286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0-043
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	132-074
2.618	131-043
1.618	130-148
1.000	130-015
0.618	129-253
HIGH	129-120
0.618	129-038
0.500	129-012
0.382	128-307
LOW	128-225
0.618	128-092
1.000	128-010
1.618	127-197
2.618	126-302
4.250	125-271

Fisher Pivots for day following 22-Mar-2016
Pivot	1 day	3 day
R1	129-012	129-028
PP	128-307	128-317
S1	128-281	128-286

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols