ECBOT 10 Year T-Note Future June 2016


Trading Metrics calculated at close of trading on 31-Mar-2016
Day Change Summary
Previous Current
30-Mar-2016 31-Mar-2016 Change Change % Previous Week
Open 130-010 130-015 0-005 0.0% 129-125
High 130-035 130-170 0-135 0.3% 129-150
Low 129-225 129-305 0-080 0.2% 128-205
Close 130-005 130-125 0-120 0.3% 129-070
Range 0-130 0-185 0-055 42.3% 0-265
ATR 0-203 0-202 -0-001 -0.6% 0-000
Volume 1,123,696 1,138,040 14,344 1.3% 3,467,528
Daily Pivots for day following 31-Mar-2016
Classic Woodie Camarilla DeMark
R4 132-008 131-252 130-227
R3 131-143 131-067 130-176
R2 130-278 130-278 130-159
R1 130-202 130-202 130-142 130-240
PP 130-093 130-093 130-093 130-112
S1 130-017 130-017 130-108 130-055
S2 129-228 129-228 130-091
S3 129-043 129-152 130-074
S4 128-178 128-287 130-023
Weekly Pivots for week ending 25-Mar-2016
Classic Woodie Camarilla DeMark
R4 131-190 131-075 129-216
R3 130-245 130-130 129-143
R2 129-300 129-300 129-119
R1 129-185 129-185 129-094 129-110
PP 129-035 129-035 129-035 128-318
S1 128-240 128-240 129-046 128-165
S2 128-090 128-090 129-021
S3 127-145 127-295 128-317
S4 126-200 127-030 128-244
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-170 128-310 1-180 1.2% 0-184 0.4% 91% True False 897,190
10 130-170 128-205 1-285 1.4% 0-180 0.4% 93% True False 941,470
20 130-170 128-015 2-155 1.9% 0-192 0.5% 94% True False 1,047,774
40 132-205 128-015 4-190 3.5% 0-215 0.5% 51% False False 791,965
60 132-205 125-195 7-010 5.4% 0-192 0.5% 68% False False 529,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-316
2.618 132-014
1.618 131-149
1.000 131-035
0.618 130-284
HIGH 130-170
0.618 130-099
0.500 130-078
0.382 130-056
LOW 129-305
0.618 129-191
1.000 129-120
1.618 129-006
2.618 128-141
4.250 127-159
Fisher Pivots for day following 31-Mar-2016
Pivot 1 day 3 day
R1 130-109 130-069
PP 130-093 130-013
S1 130-078 129-278

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

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