ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Jan-2016
Day Change Summary
Previous Current
07-Jan-2016 08-Jan-2016 Change Change % Previous Week
Open 126-270 127-045 0-095 0.2% 125-280
High 127-100 127-180 0-080 0.2% 127-180
Low 126-215 126-185 -0-030 -0.1% 125-245
Close 127-035 127-130 0-095 0.2% 127-130
Range 0-205 0-315 0-110 53.7% 1-255
ATR 0-179 0-188 0-010 5.4% 0-000
Volume 1,450,669 1,657,147 206,478 14.2% 6,341,484
Daily Pivots for day following 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-043 129-242 127-303
R3 129-048 128-247 127-217
R2 128-053 128-053 127-188
R1 127-252 127-252 127-159 127-312
PP 127-058 127-058 127-058 127-089
S1 126-257 126-257 127-101 126-318
S2 126-063 126-063 127-072
S3 125-068 125-262 127-043
S4 124-073 124-267 126-277
Weekly Pivots for week ending 08-Jan-2016
Classic Woodie Camarilla DeMark
R4 132-097 131-208 128-126
R3 130-162 129-273 127-288
R2 128-227 128-227 127-235
R1 128-018 128-018 127-183 128-122
PP 126-292 126-292 126-292 127-024
S1 126-083 126-083 127-077 126-188
S2 125-037 125-037 127-025
S3 123-102 124-148 126-292
S4 121-167 122-213 126-134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 127-180 125-245 1-255 1.4% 0-226 0.6% 91% True False 1,268,296
10 127-180 125-140 2-040 1.7% 0-181 0.4% 93% True False 863,498
20 127-180 125-125 2-055 1.7% 0-189 0.5% 93% True False 853,315
40 127-180 125-090 2-090 1.8% 0-176 0.4% 93% True False 782,692
60 129-095 125-010 4-085 3.3% 0-170 0.4% 56% False False 522,251
80 129-195 125-010 4-185 3.6% 0-149 0.4% 52% False False 391,719
100 129-195 125-010 4-185 3.6% 0-119 0.3% 52% False False 313,375
120 129-195 124-280 4-235 3.7% 0-099 0.2% 53% False False 261,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-044
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 131-239
2.618 130-045
1.618 129-050
1.000 128-175
0.618 128-055
HIGH 127-180
0.618 127-060
0.500 127-022
0.382 126-305
LOW 126-185
0.618 125-310
1.000 125-190
1.618 124-315
2.618 124-000
4.250 122-126
Fisher Pivots for day following 08-Jan-2016
Pivot 1 day 3 day
R1 127-094 127-076
PP 127-058 127-022
S1 127-022 126-288

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

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