ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 09-Feb-2016
Day Change Summary
Previous Current
08-Feb-2016 09-Feb-2016 Change Change % Previous Week
Open 130-110 131-060 0-270 0.6% 129-190
High 131-100 131-240 0-140 0.3% 130-240
Low 130-055 131-005 0-270 0.6% 129-050
Close 131-095 131-100 0-005 0.0% 130-115
Range 1-045 0-235 -0-130 -35.6% 1-190
ATR 0-234 0-234 0-000 0.0% 0-000
Volume 1,675,081 1,993,045 317,964 19.0% 8,195,030
Daily Pivots for day following 09-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-180 133-055 131-229
R3 132-265 132-140 131-165
R2 132-030 132-030 131-143
R1 131-225 131-225 131-122 131-288
PP 131-115 131-115 131-115 131-146
S1 130-310 130-310 131-078 131-052
S2 130-200 130-200 131-057
S3 129-285 130-075 131-035
S4 129-050 129-160 130-291
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
5 131-240 129-260 1-300 1.5% 0-268 0.6% 77% True False 1,842,629
10 131-240 128-100 3-140 2.6% 0-246 0.6% 87% True False 1,634,773
20 131-240 126-315 4-245 3.6% 0-243 0.6% 91% True False 1,574,527
40 131-240 125-125 6-115 4.8% 0-218 0.5% 93% True False 1,223,621
60 131-240 125-090 6-150 4.9% 0-200 0.5% 93% True False 1,066,200
80 131-240 125-010 6-230 5.1% 0-188 0.4% 93% True False 799,965
100 131-240 125-010 6-230 5.1% 0-170 0.4% 93% True False 640,018
120 131-240 125-010 6-230 5.1% 0-142 0.3% 93% True False 533,348
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 3 trading days
Fibonacci Retracements and Extensions
4.250 134-279
2.618 133-215
1.618 132-300
1.000 132-155
0.618 132-065
HIGH 131-240
0.618 131-150
0.500 131-122
0.382 131-095
LOW 131-005
0.618 130-180
1.000 130-090
1.618 129-265
2.618 129-030
4.250 127-286
Fisher Pivots for day following 09-Feb-2016
Pivot 1 day 3 day
R1 131-122 131-049
PP 131-115 130-318
S1 131-108 130-268

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

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