ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 05-Feb-2016
Day Change Summary
Previous Current
04-Feb-2016 05-Feb-2016 Change Change % Previous Week
Open 130-000 130-140 0-140 0.3% 129-190
High 130-145 130-220 0-075 0.2% 130-240
Low 129-270 129-295 0-025 0.1% 129-050
Close 130-085 130-115 0-030 0.1% 130-115
Range 0-195 0-245 0-050 25.6% 1-190
ATR 0-223 0-224 0-002 0.7% 0-000
Volume 1,708,898 1,837,286 128,388 7.5% 8,195,030
Daily Pivots for day following 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 132-198 132-082 130-250
R3 131-273 131-157 130-182
R2 131-028 131-028 130-160
R1 130-232 130-232 130-137 130-168
PP 130-103 130-103 130-103 130-071
S1 129-307 129-307 130-093 129-242
S2 129-178 129-178 130-070
S3 128-253 129-062 130-048
S4 128-008 128-137 129-300
Weekly Pivots for week ending 05-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-278 134-067 131-076
R3 133-088 132-197 130-255
R2 131-218 131-218 130-208
R1 131-007 131-007 130-162 131-112
PP 130-028 130-028 130-028 130-081
S1 129-137 129-137 130-068 129-242
S2 128-158 128-158 130-022
S3 126-288 127-267 129-295
S4 125-098 126-077 129-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 130-240 129-050 1-190 1.2% 0-250 0.6% 75% False False 1,639,006
10 130-240 128-070 2-170 1.9% 0-220 0.5% 85% False False 1,463,233
20 130-240 126-185 4-055 3.2% 0-240 0.6% 91% False False 1,532,666
40 130-240 125-125 5-115 4.1% 0-212 0.5% 93% False False 1,180,460
60 130-240 125-090 5-150 4.2% 0-194 0.5% 93% False False 1,005,312
80 130-240 125-010 5-230 4.4% 0-185 0.4% 93% False False 754,144
100 130-240 125-010 5-230 4.4% 0-164 0.4% 93% False False 603,337
120 130-240 125-010 5-230 4.4% 0-137 0.3% 93% False False 502,781
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-056
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 133-301
2.618 132-221
1.618 131-296
1.000 131-145
0.618 131-051
HIGH 130-220
0.618 130-126
0.500 130-098
0.382 130-069
LOW 129-295
0.618 129-144
1.000 129-050
1.618 128-219
2.618 127-294
4.250 126-214
Fisher Pivots for day following 05-Feb-2016
Pivot 1 day 3 day
R1 130-109 130-107
PP 130-103 130-098
S1 130-098 130-090

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

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