ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 28-Jan-2016
Day Change Summary
Previous Current
27-Jan-2016 28-Jan-2016 Change Change % Previous Week
Open 128-250 128-280 0-030 0.1% 128-160
High 128-300 129-030 0-050 0.1% 129-080
Low 128-100 128-170 0-070 0.2% 128-005
Close 128-275 129-010 0-055 0.1% 128-120
Range 0-200 0-180 -0-020 -10.0% 1-075
ATR 0-211 0-209 -0-002 -1.1% 0-000
Volume 1,150,788 1,641,268 490,480 42.6% 6,655,929
Daily Pivots for day following 28-Jan-2016
Classic Woodie Camarilla DeMark
R4 130-183 130-117 129-109
R3 130-003 129-257 129-060
R2 129-143 129-143 129-043
R1 129-077 129-077 129-026 129-110
PP 128-283 128-283 128-283 128-300
S1 128-217 128-217 128-314 128-250
S2 128-103 128-103 128-297
S3 127-243 128-037 128-280
S4 127-063 127-177 128-231
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
5 129-030 128-025 1-005 0.8% 0-186 0.5% 94% True False 1,198,662
10 129-080 127-200 1-200 1.3% 0-219 0.5% 87% False False 1,476,644
20 129-080 125-140 3-260 3.0% 0-218 0.5% 94% False False 1,330,777
40 129-080 125-090 3-310 3.1% 0-212 0.5% 94% False False 1,115,484
60 129-080 125-010 4-070 3.3% 0-187 0.5% 95% False False 840,519
80 129-095 125-010 4-085 3.3% 0-177 0.4% 94% False False 630,569
100 129-195 125-010 4-185 3.5% 0-149 0.4% 87% False False 504,461
120 129-195 125-010 4-185 3.5% 0-124 0.3% 87% False False 420,384
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0-050
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 131-155
2.618 130-181
1.618 130-001
1.000 129-210
0.618 129-141
HIGH 129-030
0.618 128-281
0.500 128-260
0.382 128-239
LOW 128-170
0.618 128-059
1.000 127-310
1.618 127-199
2.618 127-019
4.250 126-045
Fisher Pivots for day following 28-Jan-2016
Pivot 1 day 3 day
R1 128-307 128-295
PP 128-283 128-260
S1 128-260 128-225

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

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