ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 22-Feb-2016
Day Change Summary
Previous Current
19-Feb-2016 22-Feb-2016 Change Change % Previous Week
Open 131-030 130-275 -0-075 -0.2% 130-315
High 131-090 130-300 -0-110 -0.3% 131-090
Low 130-205 130-180 -0-025 -0.1% 130-060
Close 130-290 130-250 -0-040 -0.1% 130-290
Range 0-205 0-120 -0-085 -41.5% 1-030
ATR 0-256 0-246 -0-010 -3.8% 0-000
Volume 1,320,422 1,253,494 -66,928 -5.1% 5,720,249
Daily Pivots for day following 22-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-283 131-227 130-316
R3 131-163 131-107 130-283
R2 131-043 131-043 130-272
R1 130-307 130-307 130-261 130-275
PP 130-243 130-243 130-243 130-228
S1 130-187 130-187 130-239 130-155
S2 130-123 130-123 130-228
S3 130-003 130-067 130-217
S4 129-203 129-267 130-184
Weekly Pivots for week ending 19-Feb-2016
Classic Woodie Camarilla DeMark
R4 134-023 133-187 131-162
R3 132-313 132-157 131-066
R2 131-283 131-283 131-034
R1 131-127 131-127 131-002 131-030
PP 130-253 130-253 130-253 130-205
S1 130-097 130-097 130-258 130-000
S2 129-223 129-223 130-226
S3 128-193 129-067 130-194
S4 127-163 128-037 130-098
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 131-090 130-060 1-030 0.8% 0-215 0.5% 54% False False 1,394,748
10 133-015 130-055 2-280 2.2% 0-272 0.7% 21% False False 1,661,988
20 133-015 128-070 4-265 3.7% 0-246 0.6% 53% False False 1,562,610
40 133-015 125-140 7-195 5.8% 0-228 0.5% 70% False False 1,368,158
60 133-015 125-090 7-245 5.9% 0-218 0.5% 71% False False 1,257,438
80 133-015 125-010 8-005 6.1% 0-202 0.5% 72% False False 961,815
100 133-015 125-010 8-005 6.1% 0-190 0.5% 72% False False 769,536
120 133-015 125-010 8-005 6.1% 0-159 0.4% 72% False False 641,280
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-056
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 132-170
2.618 131-294
1.618 131-174
1.000 131-100
0.618 131-054
HIGH 130-300
0.618 130-254
0.500 130-240
0.382 130-226
LOW 130-180
0.618 130-106
1.000 130-060
1.618 129-306
2.618 129-186
4.250 128-310
Fisher Pivots for day following 22-Feb-2016
Pivot 1 day 3 day
R1 130-247 130-255
PP 130-243 130-253
S1 130-240 130-252

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

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