ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 24-Feb-2016
Day Change Summary
Previous Current
23-Feb-2016 24-Feb-2016 Change Change % Previous Week
Open 130-275 131-040 0-085 0.2% 130-315
High 131-055 131-255 0-200 0.5% 131-090
Low 130-115 130-285 0-170 0.4% 130-060
Close 130-300 131-000 0-020 0.0% 130-290
Range 0-260 0-290 0-030 11.5% 1-030
ATR 0-247 0-250 0-003 1.2% 0-000
Volume 2,434,982 2,558,613 123,631 5.1% 5,720,249
Daily Pivots for day following 24-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-303 133-122 131-160
R3 133-013 132-152 131-080
R2 132-043 132-043 131-053
R1 131-182 131-182 131-027 131-128
PP 131-073 131-073 131-073 131-046
S1 130-212 130-212 130-293 130-158
S2 130-103 130-103 130-267
S3 129-133 129-242 130-240
S4 128-163 128-272 130-160
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
5 131-255 130-100 1-155 1.1% 0-226 0.5% 46% True False 1,780,571
10 133-015 130-060 2-275 2.2% 0-268 0.6% 28% False False 1,794,535
20 133-015 128-100 4-235 3.6% 0-257 0.6% 57% False False 1,714,654
40 133-015 125-140 7-195 5.8% 0-237 0.6% 73% False False 1,476,612
60 133-015 125-090 7-245 5.9% 0-224 0.5% 74% False False 1,293,594
80 133-015 125-010 8-005 6.1% 0-204 0.5% 74% False False 1,024,181
100 133-015 125-010 8-005 6.1% 0-193 0.5% 74% False False 819,470
120 133-015 125-010 8-005 6.1% 0-164 0.4% 74% False False 682,893
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-063
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 135-208
2.618 134-054
1.618 133-084
1.000 132-225
0.618 132-114
HIGH 131-255
0.618 131-144
0.500 131-110
0.382 131-076
LOW 130-285
0.618 130-106
1.000 129-315
1.618 129-136
2.618 128-166
4.250 127-012
Fisher Pivots for day following 24-Feb-2016
Pivot 1 day 3 day
R1 131-110 131-025
PP 131-073 131-017
S1 131-037 131-008

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

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