ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 10-Feb-2016
Day Change Summary
Previous Current
09-Feb-2016 10-Feb-2016 Change Change % Previous Week
Open 131-060 131-090 0-030 0.1% 129-190
High 131-240 131-245 0-005 0.0% 130-240
Low 131-005 130-290 -0-035 -0.1% 129-050
Close 131-100 131-160 0-060 0.1% 130-115
Range 0-235 0-275 0-040 17.0% 1-190
ATR 0-234 0-237 0-003 1.2% 0-000
Volume 1,993,045 1,781,823 -211,222 -10.6% 8,195,030
Daily Pivots for day following 10-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-310 133-190 131-311
R3 133-035 132-235 131-236
R2 132-080 132-080 131-210
R1 131-280 131-280 131-185 132-020
PP 131-125 131-125 131-125 131-155
S1 131-005 131-005 131-135 131-065
S2 130-170 130-170 131-110
S3 129-215 130-050 131-084
S4 128-260 129-095 131-009
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
5 131-245 129-270 1-295 1.5% 0-263 0.6% 86% True False 1,799,226
10 131-245 128-170 3-075 2.5% 0-254 0.6% 92% True False 1,697,877
20 131-245 127-135 4-110 3.3% 0-241 0.6% 94% True False 1,590,342
40 131-245 125-125 6-120 4.8% 0-217 0.5% 96% True False 1,236,147
60 131-245 125-090 6-155 4.9% 0-203 0.5% 96% True False 1,095,420
80 131-245 125-010 6-235 5.1% 0-190 0.5% 96% True False 822,238
100 131-245 125-010 6-235 5.1% 0-173 0.4% 96% True False 657,836
120 131-245 125-010 6-235 5.1% 0-144 0.3% 96% True False 548,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-065
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-134
2.618 134-005
1.618 133-050
1.000 132-200
0.618 132-095
HIGH 131-245
0.618 131-140
0.500 131-108
0.382 131-075
LOW 130-290
0.618 130-120
1.000 130-015
1.618 129-165
2.618 128-210
4.250 127-081
Fisher Pivots for day following 10-Feb-2016
Pivot 1 day 3 day
R1 131-142 131-103
PP 131-125 131-047
S1 131-108 130-310

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

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