ECBOT 10 Year T-Note Future March 2016


Trading Metrics calculated at close of trading on 29-Feb-2016
Day Change Summary
Previous Current
26-Feb-2016 29-Feb-2016 Change Change % Previous Week
Open 131-080 130-250 -0-150 -0.4% 130-275
High 130-240 131-000 0-080 0.2% 131-255
Low 130-240 130-210 -0-030 -0.1% 130-115
Close 130-240 130-290 0-050 0.1% 130-240
Range 0-000 0-110 0-110 1-140
ATR 0-248 0-238 -0-010 -4.0% 0-000
Volume 1,277,718 264,215 -1,013,503 -79.3% 9,781,642
Daily Pivots for day following 29-Feb-2016
Classic Woodie Camarilla DeMark
R4 131-283 131-237 131-030
R3 131-173 131-127 131-000
R2 131-063 131-063 130-310
R1 131-017 131-017 130-300 131-040
PP 130-273 130-273 130-273 130-285
S1 130-227 130-227 130-280 130-250
S2 130-163 130-163 130-270
S3 130-053 130-117 130-260
S4 129-263 130-007 130-230
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% 0-180 0.4% 38% False False 1,758,472
10 131-255 130-060 1-195 1.2% 0-198 0.5% 45% False False 1,576,610
20 133-015 129-050 3-285 3.0% 0-244 0.6% 45% False False 1,680,363
40 133-015 125-200 7-135 5.7% 0-234 0.6% 71% False False 1,530,231
60 133-015 125-090 7-245 5.9% 0-222 0.5% 72% False False 1,311,629
80 133-015 125-010 8-005 6.1% 0-202 0.5% 73% False False 1,071,637
100 133-015 125-010 8-005 6.1% 0-191 0.5% 73% False False 857,453
120 133-015 125-010 8-005 6.1% 0-167 0.4% 73% False False 714,549
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 132-148
2.618 131-288
1.618 131-178
1.000 131-110
0.618 131-068
HIGH 131-000
0.618 130-278
0.500 130-265
0.382 130-252
LOW 130-210
0.618 130-142
1.000 130-100
1.618 130-032
2.618 129-242
4.250 129-062
Fisher Pivots for day following 29-Feb-2016
Pivot 1 day 3 day
R1 130-282 131-040
PP 130-273 131-017
S1 130-265 130-313

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

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