ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 25-Jan-2016
Day Change Summary
Previous Current
22-Jan-2016 25-Jan-2016 Change Change % Previous Week
Open 128-180 128-100 -0-080 -0.2% 128-160
High 128-235 128-225 -0-010 0.0% 129-080
Low 128-025 128-070 0-045 0.1% 128-005
Close 128-120 128-175 0-055 0.1% 128-120
Range 0-210 0-155 -0-055 -26.2% 1-075
ATR 0-219 0-214 -0-005 -2.1% 0-000
Volume 1,248,529 864,678 -383,851 -30.7% 6,655,929
Daily Pivots for day following 25-Jan-2016
Classic Woodie Camarilla DeMark
R4 129-302 129-233 128-260
R3 129-147 129-078 128-218
R2 128-312 128-312 128-203
R1 128-243 128-243 128-189 128-278
PP 128-157 128-157 128-157 128-174
S1 128-088 128-088 128-161 128-122
S2 128-002 128-002 128-147
S3 127-167 127-253 128-132
S4 127-012 127-098 128-090
Weekly Pivots for week ending 22-Jan-2016
Classic Woodie Camarilla DeMark
R4 132-080 131-175 129-017
R3 131-005 130-100 128-229
R2 129-250 129-250 128-192
R1 129-025 129-025 128-156 128-260
PP 128-175 128-175 128-175 128-132
S1 127-270 127-270 128-084 127-185
S2 127-100 127-100 128-048
S3 126-025 126-195 128-011
S4 124-270 125-120 127-223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-080 128-005 1-075 1.0% 0-217 0.5% 43% False False 1,504,121
10 129-080 126-315 2-085 1.8% 0-243 0.6% 69% False False 1,522,852
20 129-080 125-140 3-260 3.0% 0-212 0.5% 82% False False 1,193,175
40 129-080 125-090 3-310 3.1% 0-205 0.5% 82% False False 1,087,383
60 129-080 125-010 4-070 3.3% 0-188 0.5% 83% False False 775,889
80 129-195 125-010 4-185 3.6% 0-177 0.4% 77% False False 582,073
100 129-195 125-010 4-185 3.6% 0-144 0.3% 77% False False 465,660
120 129-195 125-010 4-185 3.6% 0-120 0.3% 77% False False 388,050
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-054
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 130-244
2.618 129-311
1.618 129-156
1.000 129-060
0.618 129-001
HIGH 128-225
0.618 128-166
0.500 128-148
0.382 128-129
LOW 128-070
0.618 127-294
1.000 127-235
1.618 127-139
2.618 126-304
4.250 126-051
Fisher Pivots for day following 25-Jan-2016
Pivot 1 day 3 day
R1 128-166 128-200
PP 128-157 128-192
S1 128-148 128-183

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

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