ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 26-Feb-2016
Day Change Summary
Previous Current
25-Feb-2016 26-Feb-2016 Change Change % Previous Week
Open 130-300 131-080 0-100 0.2% 130-275
High 131-190 130-240 -0-270 -0.6% 131-255
Low 130-270 130-240 -0-030 -0.1% 130-115
Close 131-145 130-240 -0-225 -0.5% 130-240
Range 0-240 0-000 -0-240 -100.0% 1-140
ATR 0-250 0-248 -0-002 -0.7% 0-000
Volume 2,256,835 1,277,718 -979,117 -43.4% 9,781,642
Daily Pivots for day following 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 130-240 130-240 130-240
R3 130-240 130-240 130-240
R2 130-240 130-240 130-240
R1 130-240 130-240 130-240 130-240
PP 130-240 130-240 130-240 130-240
S1 130-240 130-240 130-240 130-240
S2 130-240 130-240 130-240
S3 130-240 130-240 130-240
S4 130-240 130-240 130-240
Weekly Pivots for week ending 26-Feb-2016
Classic Woodie Camarilla DeMark
R4 135-090 134-145 131-173
R3 133-270 133-005 131-046
R2 132-130 132-130 131-004
R1 131-185 131-185 130-282 131-088
PP 130-310 130-310 130-310 130-261
S1 130-045 130-045 130-198 129-268
S2 129-170 129-170 130-156
S3 128-030 128-225 130-114
S4 126-210 127-085 129-307
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% 0-182 0.4% 27% False False 1,956,328
10 132-000 130-060 1-260 1.4% 0-220 0.5% 31% False False 1,722,920
20 133-015 128-310 4-025 3.1% 0-250 0.6% 44% False False 1,751,779
40 133-015 125-140 7-195 5.8% 0-234 0.6% 70% False False 1,541,278
60 133-015 125-090 7-245 5.9% 0-224 0.5% 70% False False 1,327,582
80 133-015 125-010 8-005 6.1% 0-203 0.5% 71% False False 1,068,334
100 133-015 125-010 8-005 6.1% 0-192 0.5% 71% False False 854,811
120 133-015 125-010 8-005 6.1% 0-166 0.4% 71% False False 712,348
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 0-036
Narrowest range in 104 trading days
Fibonacci Retracements and Extensions
4.250 130-240
2.618 130-240
1.618 130-240
1.000 130-240
0.618 130-240
HIGH 130-240
0.618 130-240
0.500 130-240
0.382 130-240
LOW 130-240
0.618 130-240
1.000 130-240
1.618 130-240
2.618 130-240
4.250 130-240
Fisher Pivots for day following 26-Feb-2016
Pivot 1 day 3 day
R1 130-240 131-088
PP 130-240 131-032
S1 130-240 130-296

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

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