ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 03-Feb-2016
Day Change Summary
Previous Current
02-Feb-2016 03-Feb-2016 Change Change % Previous Week
Open 129-090 130-060 0-290 0.7% 128-100
High 130-070 130-240 0-170 0.4% 129-220
Low 129-085 129-260 0-175 0.4% 128-070
Close 130-030 130-005 -0-025 -0.1% 129-185
Range 0-305 0-300 -0-005 -1.6% 1-150
ATR 0-219 0-225 0-006 2.6% 0-000
Volume 1,420,462 1,998,839 578,377 40.7% 6,437,307
Daily Pivots for day following 03-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-002 132-143 130-170
R3 132-022 131-163 130-088
R2 131-042 131-042 130-060
R1 130-183 130-183 130-032 130-122
PP 130-062 130-062 130-062 130-031
S1 129-203 129-203 129-298 129-142
S2 129-082 129-082 129-270
S3 128-102 128-223 129-242
S4 127-122 127-243 129-160
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
5 130-240 128-170 2-070 1.7% 0-244 0.6% 67% True False 1,596,527
10 130-240 128-025 2-215 2.1% 0-218 0.5% 73% True False 1,417,641
20 130-240 126-075 4-165 3.5% 0-239 0.6% 84% True False 1,486,131
40 130-240 125-125 5-115 4.1% 0-210 0.5% 86% True False 1,139,088
60 130-240 125-010 5-230 4.4% 0-195 0.5% 87% True False 946,209
80 130-240 125-010 5-230 4.4% 0-182 0.4% 87% True False 709,816
100 130-240 125-010 5-230 4.4% 0-160 0.4% 87% True False 567,875
120 130-240 125-010 5-230 4.4% 0-133 0.3% 87% True False 473,229
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 0-058
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-235
2.618 133-065
1.618 132-085
1.000 131-220
0.618 131-105
HIGH 130-240
0.618 130-125
0.500 130-090
0.382 130-055
LOW 129-260
0.618 129-075
1.000 128-280
1.618 128-095
2.618 127-115
4.250 125-265
Fisher Pivots for day following 03-Feb-2016
Pivot 1 day 3 day
R1 130-090 129-318
PP 130-062 129-312
S1 130-033 129-305

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

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