ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 15-Jan-2016
Day Change Summary
Previous Current
14-Jan-2016 15-Jan-2016 Change Change % Previous Week
Open 127-270 127-285 0-015 0.0% 127-170
High 128-070 128-290 0-220 0.5% 128-290
Low 127-200 127-260 0-060 0.1% 126-315
Close 127-265 128-145 0-200 0.5% 128-145
Range 0-190 1-030 0-160 84.2% 1-295
ATR 0-204 0-214 0-010 5.1% 0-000
Volume 1,549,100 1,816,630 267,530 17.3% 7,707,914
Daily Pivots for day following 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 131-215 131-050 129-018
R3 130-185 130-020 128-241
R2 129-155 129-155 128-209
R1 128-310 128-310 128-177 129-072
PP 128-125 128-125 128-125 128-166
S1 127-280 127-280 128-113 128-042
S2 127-095 127-095 128-081
S3 126-065 126-250 128-049
S4 125-035 125-220 127-272
Weekly Pivots for week ending 15-Jan-2016
Classic Woodie Camarilla DeMark
R4 133-282 133-028 129-163
R3 131-307 131-053 128-314
R2 130-012 130-012 128-258
R1 129-078 129-078 128-201 129-205
PP 128-037 128-037 128-037 128-100
S1 127-103 127-103 128-089 127-230
S2 126-062 126-062 128-032
S3 124-087 125-128 127-296
S4 122-112 123-153 127-127
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 128-290 126-315 1-295 1.5% 0-269 0.7% 76% True False 1,541,582
10 128-290 125-245 3-045 2.4% 0-248 0.6% 86% True False 1,404,939
20 128-290 125-140 3-150 2.7% 0-196 0.5% 87% True False 983,574
40 128-290 125-090 3-200 2.8% 0-194 0.5% 88% True False 972,219
60 128-290 125-010 3-280 3.0% 0-179 0.4% 88% True False 650,680
80 129-195 125-010 4-185 3.6% 0-166 0.4% 75% False False 488,068
100 129-195 125-010 4-185 3.6% 0-133 0.3% 75% False False 390,454
120 129-195 125-010 4-185 3.6% 0-111 0.3% 75% False False 325,378
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 0-062
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 133-178
2.618 131-246
1.618 130-216
1.000 130-000
0.618 129-186
HIGH 128-290
0.618 128-156
0.500 128-115
0.382 128-074
LOW 127-260
0.618 127-044
1.000 126-230
1.618 126-014
2.618 124-304
4.250 123-052
Fisher Pivots for day following 15-Jan-2016
Pivot 1 day 3 day
R1 128-135 128-114
PP 128-125 128-083
S1 128-115 128-052

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

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