ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Jan-2016
Day Change Summary
Previous Current
28-Jan-2016 29-Jan-2016 Change Change % Previous Week
Open 128-280 129-020 0-060 0.1% 128-100
High 129-030 129-220 0-190 0.5% 129-220
Low 128-170 128-310 0-140 0.3% 128-070
Close 129-010 129-185 0-175 0.4% 129-185
Range 0-180 0-230 0-050 27.8% 1-150
ATR 0-209 0-210 0-002 0.7% 0-000
Volume 1,641,268 1,692,523 51,255 3.1% 6,437,307
Daily Pivots for day following 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 131-182 131-093 129-312
R3 130-272 130-183 129-248
R2 130-042 130-042 129-227
R1 129-273 129-273 129-206 129-318
PP 129-132 129-132 129-132 129-154
S1 129-043 129-043 129-164 129-088
S2 128-222 128-222 129-143
S3 127-312 128-133 129-122
S4 127-082 127-223 129-058
Weekly Pivots for week ending 29-Jan-2016
Classic Woodie Camarilla DeMark
R4 133-182 133-013 130-124
R3 132-032 131-183 129-314
R2 130-202 130-202 129-271
R1 130-033 130-033 129-228 130-118
PP 129-052 129-052 129-052 129-094
S1 128-203 128-203 129-142 128-288
S2 127-222 127-222 129-099
S3 126-072 127-053 129-056
S4 124-242 125-223 128-246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 129-220 128-070 1-150 1.1% 0-190 0.5% 93% True False 1,287,461
10 129-220 127-260 1-280 1.4% 0-223 0.5% 94% True False 1,490,986
20 129-220 125-200 4-020 3.1% 0-224 0.5% 97% True False 1,380,098
40 129-220 125-090 4-130 3.4% 0-211 0.5% 98% True False 1,127,262
60 129-220 125-010 4-210 3.6% 0-189 0.5% 98% True False 868,728
80 129-220 125-010 4-210 3.6% 0-178 0.4% 98% True False 651,726
100 129-220 125-010 4-210 3.6% 0-152 0.4% 98% True False 521,387
120 129-220 125-010 4-210 3.6% 0-126 0.3% 98% True False 434,489
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 0-046
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 132-238
2.618 131-182
1.618 130-272
1.000 130-130
0.618 130-042
HIGH 129-220
0.618 129-132
0.500 129-105
0.382 129-078
LOW 128-310
0.618 128-168
1.000 128-080
1.618 127-258
2.618 127-028
4.250 125-292
Fisher Pivots for day following 29-Jan-2016
Pivot 1 day 3 day
R1 129-158 129-123
PP 129-132 129-062
S1 129-105 129-000

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

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