ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 08-Feb-2016
Day Change Summary
Previous Current
05-Feb-2016 08-Feb-2016 Change Change % Previous Week
Open 130-140 130-110 -0-030 -0.1% 129-190
High 130-220 131-100 0-200 0.5% 130-240
Low 129-295 130-055 0-080 0.2% 129-050
Close 130-115 131-095 0-300 0.7% 130-115
Range 0-245 1-045 0-120 49.0% 1-190
ATR 0-224 0-234 0-010 4.5% 0-000
Volume 1,837,286 1,675,081 -162,205 -8.8% 8,195,030
Daily Pivots for day following 08-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-112 133-308 131-296
R3 133-067 132-263 131-195
R2 132-022 132-022 131-162
R1 131-218 131-218 131-128 131-280
PP 130-297 130-297 130-297 131-008
S1 130-173 130-173 131-062 130-235
S2 129-252 129-252 131-028
S3 128-207 129-128 130-315
S4 127-162 128-083 130-214
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
5 131-100 129-085 2-015 1.6% 0-282 0.7% 99% True False 1,728,113
10 131-100 128-100 3-000 2.3% 0-241 0.6% 99% True False 1,544,274
20 131-100 126-315 4-105 3.3% 0-242 0.6% 100% True False 1,533,563
40 131-100 125-125 5-295 4.5% 0-215 0.5% 100% True False 1,193,439
60 131-100 125-090 6-010 4.6% 0-198 0.5% 100% True False 1,032,982
80 131-100 125-010 6-090 4.8% 0-188 0.4% 100% True False 775,079
100 131-100 125-010 6-090 4.8% 0-168 0.4% 100% True False 620,088
120 131-100 125-010 6-090 4.8% 0-140 0.3% 100% True False 516,740
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 0-058
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 136-051
2.618 134-096
1.618 133-051
1.000 132-145
0.618 132-006
HIGH 131-100
0.618 130-281
0.500 130-238
0.382 130-194
LOW 130-055
0.618 129-149
1.000 129-010
1.618 128-104
2.618 127-059
4.250 125-104
Fisher Pivots for day following 08-Feb-2016
Pivot 1 day 3 day
R1 131-036 131-018
PP 130-297 130-262
S1 130-238 130-185

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

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