ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 20-Jan-2016
Day Change Summary
Previous Current
19-Jan-2016 20-Jan-2016 Change Change % Previous Week
Open 128-160 128-085 -0-075 -0.2% 127-170
High 128-190 129-080 0-210 0.5% 128-290
Low 128-005 128-080 0-075 0.2% 126-315
Close 128-125 128-280 0-155 0.4% 128-145
Range 0-185 1-000 0-135 73.0% 1-295
ATR 0-212 0-220 0-008 3.6% 0-000
Volume 1,569,573 1,996,094 426,521 27.2% 7,707,914
Daily Pivots for day following 20-Jan-2016
Classic Woodie Camarilla DeMark
R4 131-253 131-107 129-136
R3 130-253 130-107 129-048
R2 129-253 129-253 129-019
R1 129-107 129-107 128-309 129-180
PP 128-253 128-253 128-253 128-290
S1 128-107 128-107 128-251 128-180
S2 127-253 127-253 128-221
S3 126-253 127-107 128-192
S4 125-253 126-107 128-104
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
5 129-080 127-135 1-265 1.4% 0-263 0.6% 79% True False 1,726,858
10 129-080 126-075 3-005 2.3% 0-259 0.6% 88% True False 1,554,622
20 129-080 125-140 3-260 3.0% 0-204 0.5% 90% True False 1,073,546
40 129-080 125-090 3-310 3.1% 0-201 0.5% 91% True False 1,058,083
60 129-080 125-010 4-070 3.3% 0-184 0.4% 91% True False 710,065
80 129-195 125-010 4-185 3.6% 0-172 0.4% 84% False False 532,639
100 129-195 125-010 4-185 3.6% 0-138 0.3% 84% False False 426,111
120 129-195 125-010 4-185 3.6% 0-115 0.3% 84% False False 355,092
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 0-058
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-160
2.618 131-278
1.618 130-278
1.000 130-080
0.618 129-278
HIGH 129-080
0.618 128-278
0.500 128-240
0.382 128-202
LOW 128-080
0.618 127-202
1.000 127-080
1.618 126-202
2.618 125-202
4.250 124-000
Fisher Pivots for day following 20-Jan-2016
Pivot 1 day 3 day
R1 128-267 128-243
PP 128-253 128-207
S1 128-240 128-170

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

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