ECBOT 10 Year T-Note Future September 2016


Trading Metrics calculated at close of trading on 01-Apr-2016
Day Change Summary
Previous Current
31-Mar-2016 01-Apr-2016 Change Change % Previous Week
Open 130-020 130-035 0-015 0.0% 128-310
High 130-090 130-080 -0-010 0.0% 130-090
Low 130-020 130-005 -0-015 0.0% 128-245
Close 130-090 130-060 -0-030 -0.1% 130-060
Range 0-070 0-075 0-005 7.1% 1-165
ATR 0-118 0-116 -0-002 -2.0% 0-000
Volume 29 22 -7 -24.1% 619
Daily Pivots for day following 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 130-273 130-242 130-101
R3 130-198 130-167 130-081
R2 130-123 130-123 130-074
R1 130-092 130-092 130-067 130-108
PP 130-048 130-048 130-048 130-056
S1 130-017 130-017 130-053 130-032
S2 129-293 129-293 130-046
S3 129-218 129-262 130-039
S4 129-143 129-187 130-019
Weekly Pivots for week ending 01-Apr-2016
Classic Woodie Camarilla DeMark
R4 134-093 133-242 131-007
R3 132-248 132-077 130-193
R2 131-083 131-083 130-149
R1 130-232 130-232 130-104 130-318
PP 129-238 129-238 129-238 129-281
S1 129-067 129-067 130-016 129-152
S2 128-073 128-073 129-291
S3 126-228 127-222 129-247
S4 125-063 126-057 129-113
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-090 128-245 1-165 1.2% 0-095 0.2% 94% False False 123
10 130-090 128-140 1-270 1.4% 0-076 0.2% 95% False False 82
20 130-090 127-310 2-100 1.8% 0-042 0.1% 96% False False 41
40 130-300 127-310 2-310 2.3% 0-022 0.1% 75% False False 20
60 130-300 125-170 5-130 4.2% 0-015 0.0% 86% False False 13
80 130-300 124-115 6-185 5.1% 0-011 0.0% 89% False False 10
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 0-012
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-079
2.618 130-276
1.618 130-201
1.000 130-155
0.618 130-126
HIGH 130-080
0.618 130-051
0.500 130-042
0.382 130-034
LOW 130-005
0.618 129-279
1.000 129-250
1.618 129-204
2.618 129-129
4.250 129-006
Fisher Pivots for day following 01-Apr-2016
Pivot 1 day 3 day
R1 130-054 130-046
PP 130-048 130-032
S1 130-042 130-018

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

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