ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 18-Feb-2016
Day Change Summary
Previous Current
17-Feb-2016 18-Feb-2016 Change Change % Previous Week
Open 130-305 130-140 -0-165 -0.4% 130-110
High 131-065 131-035 -0-030 -0.1% 133-015
Low 130-060 130-100 0-040 0.1% 130-055
Close 130-140 130-295 0-155 0.4% 131-020
Range 1-005 0-255 -0-070 -21.5% 2-280
ATR 0-260 0-260 0-000 -0.1% 0-000
Volume 1,483,319 1,335,348 -147,971 -10.0% 9,646,138
Daily Pivots for day following 18-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-055 132-270 131-115
R3 132-120 132-015 131-045
R2 131-185 131-185 131-022
R1 131-080 131-080 130-318 131-132
PP 130-250 130-250 130-250 130-276
S1 130-145 130-145 130-272 130-198
S2 129-315 129-315 130-248
S3 129-060 129-210 130-225
S4 128-125 128-275 130-155
Weekly Pivots for week ending 12-Feb-2016
Classic Woodie Camarilla DeMark
R4 140-017 138-138 132-206
R3 137-057 135-178 131-273
R2 134-097 134-097 131-189
R1 132-218 132-218 131-104 133-158
PP 131-137 131-137 131-137 131-266
S1 129-258 129-258 130-256 130-198
S2 128-177 128-177 130-171
S3 125-217 126-298 130-087
S4 122-257 124-018 129-154
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 133-015 130-060 2-275 2.2% 0-305 0.7% 26% False False 1,719,203
10 133-015 129-270 3-065 2.4% 0-284 0.7% 34% False False 1,759,214
20 133-015 128-025 4-310 3.8% 0-251 0.6% 57% False False 1,588,428
40 133-015 125-140 7-195 5.8% 0-228 0.5% 72% False False 1,330,987
60 133-015 125-090 7-245 5.9% 0-218 0.5% 73% False False 1,234,865
80 133-015 125-010 8-005 6.1% 0-201 0.5% 73% False False 929,656
100 133-015 125-010 8-005 6.1% 0-188 0.4% 73% False False 743,797
120 133-015 125-010 8-005 6.1% 0-157 0.4% 73% False False 619,830
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-061
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 134-159
2.618 133-063
1.618 132-128
1.000 131-290
0.618 131-193
HIGH 131-035
0.618 130-258
0.500 130-228
0.382 130-197
LOW 130-100
0.618 129-262
1.000 129-165
1.618 129-007
2.618 128-072
4.250 126-296
Fisher Pivots for day following 18-Feb-2016
Pivot 1 day 3 day
R1 130-272 130-271
PP 130-250 130-247
S1 130-228 130-222

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

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