ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 04-Jan-2016
Day Change Summary
Previous Current
31-Dec-2015 04-Jan-2016 Change Change % Previous Week
Open 125-225 125-280 0-055 0.1% 126-030
High 125-315 126-180 0-185 0.5% 126-130
Low 125-200 125-245 0-045 0.1% 125-140
Close 125-290 126-050 0-080 0.2% 125-290
Range 0-115 0-255 0-140 121.7% 0-310
ATR 0-170 0-176 0-006 3.6% 0-000
Volume 459,340 1,118,698 659,358 143.5% 2,113,368
Daily Pivots for day following 04-Jan-2016
Classic Woodie Camarilla DeMark
R4 128-177 128-048 126-190
R3 127-242 127-113 126-120
R2 126-307 126-307 126-097
R1 126-178 126-178 126-073 126-242
PP 126-052 126-052 126-052 126-084
S1 125-243 125-243 126-027 125-308
S2 125-117 125-117 126-003
S3 124-182 124-308 125-300
S4 123-247 124-053 125-230
Weekly Pivots for week ending 01-Jan-2016
Classic Woodie Camarilla DeMark
R4 128-263 128-107 126-140
R3 127-273 127-117 126-055
R2 126-283 126-283 126-027
R1 126-127 126-127 125-318 126-050
PP 125-293 125-293 125-293 125-255
S1 125-137 125-137 125-262 125-060
S2 124-303 124-303 125-233
S3 123-313 124-147 125-205
S4 123-003 123-157 125-120
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 126-180 125-140 1-040 0.9% 0-172 0.4% 64% True False 646,413
10 126-240 125-140 1-100 1.0% 0-151 0.4% 55% False False 575,925
20 127-100 125-090 2-010 1.6% 0-186 0.5% 43% False False 825,598
40 127-100 125-010 2-090 1.8% 0-173 0.4% 49% False False 652,494
60 129-095 125-010 4-085 3.4% 0-164 0.4% 26% False False 435,209
80 129-195 125-010 4-185 3.6% 0-138 0.3% 25% False False 326,434
100 129-195 125-010 4-185 3.6% 0-111 0.3% 25% False False 261,147
120 129-195 124-175 5-020 4.0% 0-092 0.2% 32% False False 217,623
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-030
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 129-304
2.618 128-208
1.618 127-273
1.000 127-115
0.618 127-018
HIGH 126-180
0.618 126-083
0.500 126-052
0.382 126-022
LOW 125-245
0.618 125-087
1.000 124-310
1.618 124-152
2.618 123-217
4.250 122-121
Fisher Pivots for day following 04-Jan-2016
Pivot 1 day 3 day
R1 126-052 126-033
PP 126-052 126-017
S1 126-051 126-000

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

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