ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 11-Feb-2016
Day Change Summary
Previous Current
10-Feb-2016 11-Feb-2016 Change Change % Previous Week
Open 131-090 131-240 0-150 0.4% 129-190
High 131-245 133-015 1-090 1.0% 130-240
Low 130-290 131-215 0-245 0.6% 129-050
Close 131-160 132-010 0-170 0.4% 130-115
Range 0-275 1-120 0-165 60.0% 1-190
ATR 0-237 0-256 0-018 7.8% 0-000
Volume 1,781,823 2,468,876 687,053 38.6% 8,195,030
Daily Pivots for day following 11-Feb-2016
Classic Woodie Camarilla DeMark
R4 136-120 135-185 132-252
R3 135-000 134-065 132-131
R2 133-200 133-200 132-091
R1 132-265 132-265 132-050 133-072
PP 132-080 132-080 132-080 132-144
S1 131-145 131-145 131-290 131-272
S2 130-280 130-280 131-249
S3 129-160 130-025 131-209
S4 128-040 128-225 131-088
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
5 133-015 129-295 3-040 2.4% 0-312 0.7% 68% True False 1,951,222
10 133-015 128-310 4-025 3.1% 0-280 0.7% 75% True False 1,780,637
20 133-015 127-200 5-135 4.1% 0-249 0.6% 81% True False 1,628,641
40 133-015 125-125 7-210 5.8% 0-221 0.5% 87% True False 1,270,913
60 133-015 125-090 7-245 5.9% 0-208 0.5% 87% True False 1,136,062
80 133-015 125-010 8-005 6.1% 0-194 0.5% 87% True False 853,099
100 133-015 125-010 8-005 6.1% 0-177 0.4% 87% True False 682,525
120 133-015 125-010 8-005 6.1% 0-148 0.3% 87% True False 568,771
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 0-060
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 138-285
2.618 136-207
1.618 135-087
1.000 134-135
0.618 133-287
HIGH 133-015
0.618 132-167
0.500 132-115
0.382 132-063
LOW 131-215
0.618 130-263
1.000 130-095
1.618 129-143
2.618 128-023
4.250 125-265
Fisher Pivots for day following 11-Feb-2016
Pivot 1 day 3 day
R1 132-115 132-004
PP 132-080 131-318
S1 132-045 131-312

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

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