ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 01-Feb-2016
Day Change Summary
Previous Current
29-Jan-2016 01-Feb-2016 Change Change % Previous Week
Open 129-020 129-190 0-170 0.4% 128-100
High 129-220 129-255 0-035 0.1% 129-220
Low 128-310 129-050 0-060 0.1% 128-070
Close 129-185 129-055 -0-130 -0.3% 129-185
Range 0-230 0-205 -0-025 -10.9% 1-150
ATR 0-210 0-210 0-000 -0.2% 0-000
Volume 1,692,523 1,229,545 -462,978 -27.4% 6,437,307
Daily Pivots for day following 01-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-095 130-280 129-168
R3 130-210 130-075 129-111
R2 130-005 130-005 129-093
R1 129-190 129-190 129-074 129-155
PP 129-120 129-120 129-120 129-102
S1 128-305 128-305 129-036 128-270
S2 128-235 128-235 129-017
S3 128-030 128-100 128-319
S4 127-145 127-215 128-262
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
5 129-255 128-100 1-155 1.1% 0-200 0.5% 58% True False 1,360,434
10 129-255 128-005 1-250 1.4% 0-208 0.5% 65% True False 1,432,278
20 129-255 125-245 4-010 3.1% 0-228 0.6% 84% True False 1,418,608
40 129-255 125-090 4-165 3.5% 0-212 0.5% 86% True False 1,132,013
60 129-255 125-010 4-245 3.7% 0-189 0.5% 87% True False 889,220
80 129-255 125-010 4-245 3.7% 0-179 0.4% 87% True False 667,075
100 129-255 125-010 4-245 3.7% 0-154 0.4% 87% True False 533,682
120 129-255 125-010 4-245 3.7% 0-128 0.3% 87% True False 444,735
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-050
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-166
2.618 131-152
1.618 130-267
1.000 130-140
0.618 130-062
HIGH 129-255
0.618 129-177
0.500 129-152
0.382 129-128
LOW 129-050
0.618 128-243
1.000 128-165
1.618 128-038
2.618 127-153
4.250 126-139
Fisher Pivots for day following 01-Feb-2016
Pivot 1 day 3 day
R1 129-152 129-054
PP 129-120 129-053
S1 129-088 129-052

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

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