ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 25-Feb-2016
Day Change Summary
Previous Current
24-Feb-2016 25-Feb-2016 Change Change % Previous Week
Open 131-040 130-300 -0-060 -0.1% 130-315
High 131-255 131-190 -0-065 -0.2% 131-090
Low 130-285 130-270 -0-015 0.0% 130-060
Close 131-000 131-145 0-145 0.3% 130-290
Range 0-290 0-240 -0-050 -17.2% 1-030
ATR 0-250 0-250 -0-001 -0.3% 0-000
Volume 2,558,613 2,256,835 -301,778 -11.8% 5,720,249
Daily Pivots for day following 25-Feb-2016
Classic Woodie Camarilla DeMark
R4 133-175 133-080 131-277
R3 132-255 132-160 131-211
R2 132-015 132-015 131-189
R1 131-240 131-240 131-167 131-288
PP 131-095 131-095 131-095 131-119
S1 131-000 131-000 131-123 131-048
S2 130-175 130-175 131-101
S3 129-255 130-080 131-079
S4 129-015 129-160 131-013
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
5 131-255 130-115 1-140 1.1% 0-223 0.5% 76% False False 1,964,869
10 133-015 130-060 2-275 2.2% 0-264 0.6% 44% False False 1,842,036
20 133-015 128-170 4-165 3.4% 0-259 0.6% 65% False False 1,769,956
40 133-015 125-140 7-195 5.8% 0-240 0.6% 79% False False 1,524,840
60 133-015 125-090 7-245 5.9% 0-226 0.5% 79% False False 1,322,150
80 133-015 125-010 8-005 6.1% 0-204 0.5% 80% False False 1,052,391
100 133-015 125-010 8-005 6.1% 0-194 0.5% 80% False False 842,037
120 133-015 125-010 8-005 6.1% 0-166 0.4% 80% False False 701,700
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0-054
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 134-250
2.618 133-178
1.618 132-258
1.000 132-110
0.618 132-018
HIGH 131-190
0.618 131-098
0.500 131-070
0.382 131-042
LOW 130-270
0.618 130-122
1.000 130-030
1.618 129-202
2.618 128-282
4.250 127-210
Fisher Pivots for day following 25-Feb-2016
Pivot 1 day 3 day
R1 131-120 131-105
PP 131-095 131-065
S1 131-070 131-025

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

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