ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 07-Jan-2016
Day Change Summary
Previous Current
06-Jan-2016 07-Jan-2016 Change Change % Previous Week
Open 126-100 126-270 0-170 0.4% 126-030
High 126-295 127-100 0-125 0.3% 126-130
Low 126-075 126-215 0-140 0.3% 125-140
Close 126-275 127-035 0-080 0.2% 125-290
Range 0-220 0-205 -0-015 -6.8% 0-310
ATR 0-177 0-179 0-002 1.1% 0-000
Volume 1,164,824 1,450,669 285,845 24.5% 2,113,368
Daily Pivots for day following 07-Jan-2016
Classic Woodie Camarilla DeMark
R4 128-305 128-215 127-148
R3 128-100 128-010 127-091
R2 127-215 127-215 127-073
R1 127-125 127-125 127-054 127-170
PP 127-010 127-010 127-010 127-032
S1 126-240 126-240 127-016 126-285
S2 126-125 126-125 126-317
S3 125-240 126-035 126-299
S4 125-035 125-150 126-242
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
5 127-100 125-200 1-220 1.3% 0-186 0.5% 88% True False 1,028,735
10 127-100 125-140 1-280 1.5% 0-160 0.4% 89% True False 745,312
20 127-100 125-125 1-295 1.5% 0-184 0.5% 89% True False 828,254
40 127-100 125-090 2-010 1.6% 0-171 0.4% 90% True False 741,635
60 129-095 125-010 4-085 3.4% 0-166 0.4% 49% False False 494,636
80 129-195 125-010 4-185 3.6% 0-145 0.4% 45% False False 371,005
100 129-195 125-010 4-185 3.6% 0-116 0.3% 45% False False 296,804
120 129-195 124-175 5-020 4.0% 0-097 0.2% 51% False False 247,336
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 0-030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 130-011
2.618 128-317
1.618 128-112
1.000 127-305
0.618 127-227
HIGH 127-100
0.618 127-022
0.500 126-318
0.382 126-293
LOW 126-215
0.618 126-088
1.000 126-010
1.618 125-203
2.618 124-318
4.250 123-304
Fisher Pivots for day following 07-Jan-2016
Pivot 1 day 3 day
R1 127-022 126-308
PP 127-010 126-260
S1 126-318 126-212

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

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