ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 27-Jan-2016
Day Change Summary
Previous Current
26-Jan-2016 27-Jan-2016 Change Change % Previous Week
Open 128-220 128-250 0-030 0.1% 128-160
High 129-025 128-300 -0-045 -0.1% 129-080
Low 128-160 128-100 -0-060 -0.1% 128-005
Close 128-260 128-275 0-015 0.0% 128-120
Range 0-185 0-200 0-015 8.1% 1-075
ATR 0-212 0-211 -0-001 -0.4% 0-000
Volume 1,088,050 1,150,788 62,738 5.8% 6,655,929
Daily Pivots for day following 27-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-185 130-110 129-065
R3 129-305 129-230 129-010
R2 129-105 129-105 128-312
R1 129-030 129-030 128-293 129-068
PP 128-225 128-225 128-225 128-244
S1 128-150 128-150 128-257 128-188
S2 128-025 128-025 128-238
S3 127-145 127-270 128-220
S4 126-265 127-070 128-165
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
5 129-055 128-025 1-030 0.8% 0-193 0.5% 71% False False 1,238,755
10 129-080 127-135 1-265 1.4% 0-228 0.6% 79% False False 1,482,807
20 129-080 125-140 3-260 3.0% 0-221 0.5% 90% False False 1,279,725
40 129-080 125-090 3-310 3.1% 0-210 0.5% 90% False False 1,098,247
60 129-080 125-010 4-070 3.3% 0-186 0.5% 91% False False 813,203
80 129-195 125-010 4-185 3.6% 0-178 0.4% 84% False False 610,058
100 129-195 125-010 4-185 3.6% 0-148 0.4% 84% False False 488,049
120 129-195 125-010 4-185 3.6% 0-123 0.3% 84% False False 406,707
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-052
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-190
2.618 130-184
1.618 129-304
1.000 129-180
0.618 129-104
HIGH 128-300
0.618 128-224
0.500 128-200
0.382 128-176
LOW 128-100
0.618 127-296
1.000 127-220
1.618 127-096
2.618 126-216
4.250 125-210
Fisher Pivots for day following 27-Jan-2016
Pivot 1 day 3 day
R1 128-250 128-252
PP 128-225 128-230
S1 128-200 128-208

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

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